Defined Duration 5 ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
3.04%
decreased by 0.19%
1 Week
3.09%
decreased by 0.14%
1 Month
3.23%
decreased by 0.00%
Analysis last updated: Saturday, May 23, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 4.02 | |
| 0.0000 | 0.00 | |
| 0.8567 | 41.07 | |
| 0.2437 | 4.92 |
Estimation Period:
Nov 13, 2025 to May 22, 2026
Nov 13, 2025 to May 22, 2026
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