Alphaedge Large CP Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.84% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4605 | 17.35 | |
| 0.3890 | 6.55 | |
| 0.0188 | 1.38 | |
| 0.4070 | 1.84 |
Estimation Period:
Sep 5, 2024 to Feb 6, 2026
Sep 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Alphaedge Large CP Value ETF Analyses
Other GJR-GARCH Analyses on ETFs