Evolve European B Encd Y ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.34% (+12.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8311 | 9.69 | |
| 0.1409 | 2.86 | |
| 0.5723 | 24.16 | |
| 0.1977 | 2.06 |
Estimation Period:
Jan 11, 2022 to Feb 13, 2026
Jan 11, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Evolve European B Encd Y ETF Analyses
Other GJR-GARCH Analyses on ETFs