MRP Synthequity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.65% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2842 | 10.04 | |
| 0.0000 | 0.00 | |
| 0.7455 | 28.84 | |
| 0.1585 | 4.31 |
Estimation Period:
Mar 11, 2025 to Feb 6, 2026
Mar 11, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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