Mulvihill ENH YD CAN BK ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.06% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 6.42 | |
| 0.0000 | 0.00 | |
| 0.9145 | 103.29 | |
| 0.1013 | 3.93 |
Estimation Period:
Feb 28, 2022 to Feb 6, 2026
Feb 28, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mulvihill ENH YD CAN BK ETF Analyses
Other GJR-GARCH Analyses on ETFs