Harvest PRM YLD Treasury ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.28% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2295 | 3.52 | |
| 0.0166 | 0.75 | |
| 0.5985 | 5.86 | |
| 0.0537 | 1.47 |
Estimation Period:
Jun 12, 2024 to Feb 6, 2026
Jun 12, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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