Defined Duration 10 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.36% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 2.50 | |
| 0.0000 | 0.00 | |
| 0.9666 | 337.02 | |
| 0.0549 | 7.89 |
Estimation Period:
Sep 21, 2021 to Feb 6, 2026
Sep 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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