Horizons Betapro Sp500 Invrs GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.50% (+2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 10.97 | |
| 0.1725 | 15.52 | |
| 0.8820 | 190.63 | |
| -0.1725 | -13.67 |
Estimation Period:
Feb 4, 2010 to Feb 6, 2026
Feb 4, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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