Amplify Samsung Sofr ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.67% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 5.23 | |
| 0.0477 | 20.42 | |
| 0.9356 | 648.83 | |
| 0.0333 | 6.95 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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