Adaptive Core ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.81% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 7.11 | |
| 0.1591 | 16.41 | |
| 0.8462 | 191.75 | |
| -0.0106 | -0.70 |
Estimation Period:
Nov 4, 2021 to Feb 6, 2026
Nov 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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