TDAQ Lift ETF GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
31.55%
decreased by 1.14%
1 Week
30.71%
decreased by 1.98%
1 Month
28.94%
decreased by 3.75%
Analysis last updated: Thursday, June 25, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3317 | 3.22 | |
| 0.0000 | 0.00 | |
| 0.8531 | 17.54 | |
| 0.0673 | 1.39 |
Estimation Period:
Jan 7, 2026 to Jun 18, 2026
Jan 7, 2026 to Jun 18, 2026
Other TDAQ Lift ETF Analyses
Other GJR-GARCH Analyses on ETFs