Rayliant Smdam JP Equity ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.39% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4422 | 6.63 | |
| 0.1727 | 7.28 | |
| 0.5904 | 11.52 |
Estimation Period:
Apr 4, 2024 to Feb 13, 2026
Apr 4, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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