DoubleLine Commercial Real Estate Debt ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.64% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 3.75 | |
| 0.0752 | 3.07 | |
| 0.8950 | 76.83 | |
| -0.0730 | -3.00 |
Estimation Period:
Apr 4, 2023 to Feb 6, 2026
Apr 4, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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