Rockefeller US Sml-Md CP ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.09% (+3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1192 | 2.74 | |
| 0.0000 | 0.00 | |
| 0.8554 | 40.32 | |
| 0.1500 | 2.44 |
Estimation Period:
Oct 11, 2024 to Feb 6, 2026
Oct 11, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Rockefeller US Sml-Md CP ETF Analyses
Other GJR-GARCH Analyses on ETFs