Virtus Duff & Phelps Clean Energy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.14% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 4.42 | |
| 0.0080 | 2.49 | |
| 0.9526 | 191.39 | |
| 0.0522 | 5.10 |
Estimation Period:
Aug 4, 2021 to Feb 6, 2026
Aug 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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