SP Funds S&P 500 Sharia Industry Exclusions ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.15% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 6.41 | |
| 0.0000 | 0.00 | |
| 0.9039 | 123.28 | |
| 0.1421 | 12.32 |
Estimation Period:
Dec 18, 2019 to Feb 6, 2026
Dec 18, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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