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V-Lab

Principal Focused Blue Chip ETF GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Friday, June 26th, 2026

1 Day

22.28%

decreased by 0.09%

1 Week

22.60%

increased by 0.23%

1 Month

23.83%

increased by 1.46%

Analysis last updated: Friday, June 26, 2026 at 02:15 AM UTC

Date Range:

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graph of Principal Focused Blue Chip ETF GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time