Doubleline Shiller Cape US Equities ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
11.75%
decreased by 0.72%
1 Week
12.05%
decreased by 0.42%
1 Month
13.00%
increased by 0.53%
Analysis last updated: Tuesday, June 23, 2026 at 02:22 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0828 | 7.05 | |
| 0.1146 | 22.66 | |
| 0.9729 | 245.81 | |
| 6.2615 | 5.76 |
Estimation Period:
Oct 11, 2012 to Jun 18, 2026
Oct 11, 2012 to Jun 18, 2026
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