High Yield ETF Fund GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.33% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 18.52 | |
| 0.2903 | 9.76 | |
| 0.0859 | 2.53 |
Estimation Period:
May 15, 2023 to Feb 6, 2026
May 15, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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