Dynamic Active ED YLD CVR OP GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.10% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 8.23 | |
| 0.0220 | 2.36 | |
| 0.9205 | 207.18 | |
| 0.0881 | 4.48 |
Estimation Period:
Sep 20, 2022 to Feb 6, 2026
Sep 20, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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