SP Funds Dow Jones Global Sukuk ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.22% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 7.77 | |
| 0.1281 | 11.49 | |
| 0.8433 | 88.72 | |
| 0.0115 | 0.60 |
Estimation Period:
Dec 30, 2019 to Feb 6, 2026
Dec 30, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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