GraniteShares HIPS US High Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.64% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 14.03 | |
| 0.0327 | 5.98 | |
| 0.8602 | 172.15 | |
| 0.1693 | 12.02 |
Estimation Period:
Jan 7, 2015 to Feb 13, 2026
Jan 7, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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