Purpose Credit Opportun Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.00% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 21.19 | |
| 0.2211 | 5.88 | |
| 0.1240 | 3.87 | |
| 0.0490 | 0.92 |
Estimation Period:
Sep 29, 2021 to Feb 6, 2026
Sep 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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