Fairlead Tactical Sector Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.65% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0708 | 8.85 | |
| 0.0000 | 0.00 | |
| 0.7452 | 43.97 | |
| 0.2093 | 4.95 |
Estimation Period:
Mar 23, 2022 to Feb 13, 2026
Mar 23, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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