Themes US R&D Champions ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.32% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0631 | 4.05 | |
| 0.0000 | 0.00 | |
| 0.8750 | 45.63 | |
| 0.1463 | 4.27 |
Estimation Period:
Dec 13, 2023 to Feb 13, 2026
Dec 13, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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