Segall Bryant & Hamill Select Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.63% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 7.26 | |
| 0.0000 | 0.00 | |
| 0.8451 | 72.01 | |
| 0.1878 | 5.75 |
Estimation Period:
Aug 30, 2023 to Feb 6, 2026
Aug 30, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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