Themes Cybersecurity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.41% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2968 | 8.04 | |
| 0.0000 | 0.00 | |
| 0.7568 | 37.26 | |
| 0.1812 | 3.71 |
Estimation Period:
Dec 8, 2023 to Feb 13, 2026
Dec 8, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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