Principal Real Estate Active Opportunities ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.03% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 4.20 | |
| 0.0053 | 1.77 | |
| 0.9481 | 227.86 | |
| 0.0626 | 5.79 |
Estimation Period:
May 19, 2022 to Feb 6, 2026
May 19, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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