Lazard US Systematic SMA ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.90% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3708 | 7.08 | |
| 0.0154 | 0.60 | |
| 0.4066 | 8.28 | |
| 0.6176 | 4.27 |
Estimation Period:
Sep 15, 2025 to Feb 6, 2026
Sep 15, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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