Texas Capital Texas Equity Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.85% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 5.05 | |
| 0.0319 | 2.85 | |
| 0.8732 | 61.75 | |
| 0.0788 | 1.72 |
Estimation Period:
Jul 13, 2023 to Feb 6, 2026
Jul 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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