Strategy Shares Newfound/ReSolve Robust Equity Momentum Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.08% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0848 | 6.03 | |
| 0.0076 | 0.40 | |
| 0.7467 | 62.90 | |
| 0.2507 | 4.75 |
Estimation Period:
Nov 4, 2019 to Feb 13, 2026
Nov 4, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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