Hoya Capital High Dividend Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.73% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 6.77 | |
| 0.0220 | 4.74 | |
| 0.8966 | 120.15 | |
| 0.0794 | 5.82 |
Estimation Period:
Sep 22, 2021 to Feb 6, 2026
Sep 22, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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