FolioBeyond Alternative Income and Interest Rate Hedge ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:7.47% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 8.43 | |
| 0.0897 | 7.93 | |
| 0.8763 | 128.53 | |
| 0.0467 | 2.46 |
Estimation Period:
Oct 1, 2021 to Feb 13, 2026
Oct 1, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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