SGI Enhanced Nasdaq-100 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.83% (+3.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0805 | 4.11 | |
| 0.0000 | 0.00 | |
| 0.8791 | 47.47 | |
| 0.1475 | 5.01 |
Estimation Period:
Jun 14, 2024 to Feb 6, 2026
Jun 14, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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