Amplify Blackswan Growth & Treasury Core ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.48% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 18.06 | |
| 0.0431 | 7.83 | |
| 0.8418 | 151.46 | |
| 0.1367 | 8.35 |
Estimation Period:
Nov 6, 2018 to Feb 6, 2026
Nov 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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