Timothy Plan US Small Cap Core ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.73% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0762 | 10.56 | |
| 0.0207 | 6.93 | |
| 0.8877 | 178.82 | |
| 0.1170 | 9.30 |
Estimation Period:
Dec 3, 2019 to Feb 6, 2026
Dec 3, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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