Dynamic Active Ultra Short Term Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.13% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 7.21 | |
| 0.2699 | 8.46 | |
| 0.7667 | 50.38 | |
| -0.1436 | -4.27 |
Estimation Period:
Apr 2, 2018 to Feb 6, 2026
Apr 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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