Main Thematic Innovation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.11% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1095 | 9.06 | |
| 0.0216 | 4.65 | |
| 0.8873 | 162.19 | |
| 0.1186 | 8.47 |
Estimation Period:
Jan 29, 2021 to Feb 6, 2026
Jan 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Main Thematic Innovation ETF Analyses
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