Arrow Dow Jones Global Yield ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.94% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 24.88 | |
| 0.2223 | 34.89 | |
| 0.7378 | 130.57 |
Estimation Period:
May 8, 2012 to Feb 6, 2026
May 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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