Activepassive US Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.68% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0459 | 6.50 | |
| 0.0000 | 0.00 | |
| 0.8572 | 58.84 | |
| 0.1794 | 6.46 |
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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