Stratified Largecap Index Etf GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.06% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0364 | 13.47 | |
| 0.0301 | 5.10 | |
| 0.8522 | 149.88 | |
| 0.1785 | 12.75 |
Estimation Period:
Jan 4, 2019 to Feb 6, 2026
Jan 4, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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