Return Stackd US S & M F ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.61% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4304 | 10.80 | |
| 0.0000 | 0.00 | |
| 0.6909 | 26.58 | |
| 0.2434 | 5.38 |
Estimation Period:
Sep 6, 2023 to Feb 6, 2026
Sep 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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