Virtus Reaves Utilities ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.28% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 13.21 | |
| 0.0481 | 5.81 | |
| 0.9195 | 261.38 | |
| 0.0310 | 2.42 |
Estimation Period:
Sep 24, 2015 to Feb 6, 2026
Sep 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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