Return Stacked BDS & FUT YLD GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.93% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 4.36 | |
| 0.1026 | 4.44 | |
| 0.9109 | 93.93 | |
| -0.0646 | -2.28 |
Estimation Period:
Aug 21, 2024 to Feb 13, 2026
Aug 21, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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