Dynamic Active Disc Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.92% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 1.87 | |
| 0.0034 | 1.37 | |
| 0.9876 | 667.31 | |
| 0.0087 | 1.04 |
Estimation Period:
Nov 8, 2022 to Feb 6, 2026
Nov 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dynamic Active Disc Bond ETF Analyses
Other GJR-GARCH Analyses on ETFs