Nicholas Fixed Income Alternative ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.21% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 6.00 | |
| 0.0215 | 3.36 | |
| 0.9019 | 168.42 | |
| 0.1242 | 8.31 |
Estimation Period:
Nov 30, 2022 to Feb 6, 2026
Nov 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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