Touchstone Securitzd Inc ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.01% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 7.61 | |
| 0.1587 | 4.33 | |
| 0.2949 | 3.97 | |
| 0.0320 | 0.49 |
Estimation Period:
Jul 19, 2023 to Feb 6, 2026
Jul 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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