Frontier Asset Core Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.15% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 5.86 | |
| 0.2631 | 1.13 | |
| 0.0000 | 0.00 | |
| -0.2631 | -1.13 |
Estimation Period:
Dec 20, 2024 to Feb 6, 2026
Dec 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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