Touchstone Sands Capi US ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.76% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1083 | 3.18 | |
| 0.0000 | 0.00 | |
| 0.8719 | 46.66 | |
| 0.1566 | 2.85 |
Estimation Period:
Jan 3, 2025 to Feb 13, 2026
Jan 3, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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