UVA Unconstrained Medium-Term Fixed Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.24% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 10.91 | |
| 0.0550 | 4.80 | |
| 0.8841 | 109.73 | |
| 0.0861 | 5.76 |
Estimation Period:
Aug 21, 2017 to Feb 6, 2026
Aug 21, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other UVA Unconstrained Medium-Term Fixed Income ETF Analyses
Other GJR-GARCH Analyses on ETFs