PMV Adaptive Risk Parity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.83% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 10.54 | |
| 0.2135 | 7.17 | |
| 0.7403 | 49.88 | |
| 0.0925 | 1.20 |
Estimation Period:
Dec 22, 2022 to Feb 13, 2026
Dec 22, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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