Activepassive Interm M B ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.50% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0041 | 11.05 | |
| 0.2191 | 4.36 | |
| 0.6721 | 32.25 | |
| -0.0216 | -0.29 |
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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