Global INT DEV MKT EQ Co ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.77% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0550 | 14.71 | |
| 0.0263 | 4.16 | |
| 0.8249 | 113.70 | |
| 0.1486 | 7.61 |
Estimation Period:
Sep 27, 2017 to Feb 6, 2026
Sep 27, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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