Activepassive Core Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.21% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0096 | 2.93 | |
| 0.9785 | 327.49 | |
| 0.0223 | 2.44 |
Estimation Period:
May 3, 2023 to Feb 13, 2026
May 3, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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