High Yield ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.30% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0586 | 16.04 | |
| 0.1937 | 5.94 | |
| 0.1909 | 4.83 | |
| 0.1286 | 1.24 |
Estimation Period:
May 15, 2023 to Feb 13, 2026
May 15, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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