Vident International Equity Strategy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.99% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0448 | 15.23 | |
| 0.0494 | 6.80 | |
| 0.8540 | 166.90 | |
| 0.1074 | 7.30 |
Estimation Period:
Oct 30, 2013 to Feb 6, 2026
Oct 30, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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