Rayliant Smdam JP Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.69% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4181 | 6.51 | |
| 0.1276 | 3.49 | |
| 0.6125 | 12.55 | |
| 0.0741 | 0.92 |
Estimation Period:
Apr 4, 2024 to Feb 6, 2026
Apr 4, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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