Marketdesk Focused US DI ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.86% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 4.23 | |
| 0.0000 | 0.00 | |
| 0.9142 | 82.68 | |
| 0.1063 | 4.17 |
Estimation Period:
Sep 20, 2023 to Feb 6, 2026
Sep 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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