SMI 3Fourteen REAL Asset Allocation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.18% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 8.53 | |
| 0.0000 | 0.00 | |
| 0.7551 | 33.77 | |
| 0.4023 | 6.39 |
Estimation Period:
Feb 26, 2025 to Feb 6, 2026
Feb 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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