Sofi Enhanced Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.13% (+12.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0829 | 15.58 | |
| 1.1238 | 3.10 | |
| 0.1426 | 5.90 | |
| -0.5327 | -1.41 |
Estimation Period:
Nov 15, 2023 to Feb 6, 2026
Nov 15, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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