Spear Alpha ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:58.45% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1406 | 9.48 | |
| 0.0224 | 4.62 | |
| 0.9217 | 211.80 | |
| 0.0714 | 6.94 |
Estimation Period:
Aug 4, 2021 to Feb 13, 2026
Aug 4, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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