Hamilton Champions US DV ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.31% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2885 | 8.96 | |
| 0.0948 | 3.73 | |
| 0.2760 | 4.67 | |
| 0.7143 | 2.58 |
Estimation Period:
Jan 27, 2025 to Feb 6, 2026
Jan 27, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Hamilton Champions US DV ETF Analyses
Other GJR-GARCH Analyses on ETFs