THOR Equal Weight Low Volatility ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.47% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 6.03 | |
| 0.0702 | 4.01 | |
| 0.8603 | 57.95 | |
| 0.0378 | 1.07 |
Estimation Period:
Sep 13, 2022 to Feb 13, 2026
Sep 13, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other THOR Equal Weight Low Volatility ETF Analyses
Other GJR-GARCH Analyses on ETFs