Towle Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.15% (+5.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7571 | 13.75 | |
| 0.2991 | 6.56 | |
| 0.1302 | 4.90 | |
| 0.8719 | 5.84 |
Estimation Period:
Jul 17, 2025 to Feb 6, 2026
Jul 17, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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