Reverb ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.56% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 8.32 | |
| 0.0000 | 0.00 | |
| 0.8628 | 71.36 | |
| 0.1648 | 8.20 |
Estimation Period:
Nov 4, 2022 to Feb 13, 2026
Nov 4, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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