Doubleline Shiller Cape US Equities ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.70% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 14.80 | |
| 0.0243 | 4.64 | |
| 0.8281 | 161.08 | |
| 0.2650 | 20.84 |
Estimation Period:
Oct 11, 2012 to Feb 6, 2026
Oct 11, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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