Rockcreek Global Equalty ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.39% (+6.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1264 | 5.93 | |
| 0.0000 | 0.00 | |
| 0.5862 | 11.70 | |
| 0.5482 | 2.66 |
Estimation Period:
Feb 27, 2025 to Feb 6, 2026
Feb 27, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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