Arrow Dow Jones Global Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.43% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 24.89 | |
| 0.1547 | 16.61 | |
| 0.7565 | 140.98 | |
| 0.1070 | 6.07 |
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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