AAM S&P 500 High Dividend Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.25% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 12.68 | |
| 0.0421 | 8.74 | |
| 0.8491 | 136.26 | |
| 0.1619 | 12.07 |
Estimation Period:
Nov 29, 2017 to Feb 6, 2026
Nov 29, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AAM S&P 500 High Dividend Value ETF Analyses
Other GJR-GARCH Analyses on ETFs