AdvisorShares Vice ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.25% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0582 | 16.15 | |
| 0.0284 | 4.22 | |
| 0.8582 | 161.50 | |
| 0.1386 | 9.40 |
Estimation Period:
Dec 13, 2017 to Feb 6, 2026
Dec 13, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AdvisorShares Vice ETF Analyses
Other GJR-GARCH Analyses on ETFs