FT VT US SM CP MO B ETF NOV GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.47% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 6.86 | |
| 0.0064 | 1.19 | |
| 0.8467 | 78.46 | |
| 0.2013 | 6.44 |
Estimation Period:
Nov 20, 2023 to Feb 6, 2026
Nov 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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