AAM Transformers ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.88% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0786 | 4.98 | |
| 0.0000 | 0.00 | |
| 0.9132 | 141.18 | |
| 0.1160 | 5.47 |
Estimation Period:
Jul 12, 2022 to Feb 6, 2026
Jul 12, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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