Doubleline Mortgage ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.73% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 0.31 | |
| 0.0000 | 0.00 | |
| 0.9740 | 261.89 | |
| 0.0482 | 4.63 |
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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