Doubleline Shiller Cape US Equities ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
17.97%
decreased by 1.26%
1 Week
18.16%
decreased by 1.07%
1 Month
18.82%
decreased by 0.41%
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 | |
|---|---|---|
| 0.0348 | 14.57 | |
| 0.0222 | 4.38 | |
| 0.8340 | 168.89 | |
| 0.2548 | 21.08 |
Estimation Period:
Oct 11, 2012 to Jun 18, 2026
Oct 11, 2012 to Jun 18, 2026
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