Vox Populi ETF GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
11.89%
decreased by 0.37%
1 Week
12.23%
decreased by 0.03%
1 Month
13.14%
increased by 0.88%
Analysis last updated: Friday, May 22, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 8.65 | |
| 0.0000 | 0.00 | |
| 0.8596 | 72.26 | |
| 0.1715 | 8.54 |
Estimation Period:
Nov 4, 2022 to May 15, 2026
Nov 4, 2022 to May 15, 2026
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