Schwab Fundamental U.S. Broad Market ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.74% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 19.30 | |
| 0.0392 | 7.02 | |
| 0.8126 | 144.85 | |
| 0.2352 | 19.15 |
Estimation Period:
Aug 15, 2013 to Feb 6, 2026
Aug 15, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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