Frontier Asset ABS Retrn ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.48% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 8.16 | |
| 0.2020 | 4.13 | |
| 0.5769 | 18.69 | |
| 0.0814 | 1.09 |
Estimation Period:
Dec 20, 2024 to Feb 6, 2026
Dec 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Frontier Asset ABS Retrn ETF Analyses
Other GJR-GARCH Analyses on ETFs