SPAC & New Issue ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.81% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 10.13 | |
| 0.3203 | 6.06 | |
| 0.6535 | 29.48 | |
| 0.0524 | 0.65 |
Estimation Period:
Dec 16, 2020 to Feb 6, 2026
Dec 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other SPAC & New Issue ETF Analyses
Other GJR-GARCH Analyses on ETFs