SGI Enhanced Core ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.48% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 6.04 | |
| 0.1881 | 3.14 | |
| 0.5644 | 16.99 | |
| 0.4950 | 3.05 |
Estimation Period:
Feb 29, 2024 to Feb 13, 2026
Feb 29, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other SGI Enhanced Core ETF Analyses
Other GJR-GARCH Analyses on ETFs