Day Hagan Smart Sector International ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.58% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0732 | 8.35 | |
| 0.0148 | 1.85 | |
| 0.8103 | 54.89 | |
| 0.1706 | 5.12 |
Estimation Period:
Jul 4, 2022 to Feb 13, 2026
Jul 4, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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