Schwab Crypto Thematic ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:80.81% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2107 | 4.81 | |
| 0.0479 | 5.99 | |
| 0.9348 | 125.91 | |
| 0.0044 | 0.32 |
Estimation Period:
Aug 4, 2022 to Feb 6, 2026
Aug 4, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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