Lazard International Dynamic Eqty ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.55% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2108 | 8.16 | |
| 0.0000 | 0.00 | |
| 0.5666 | 14.04 | |
| 0.3311 | 3.71 |
Estimation Period:
May 12, 2025 to Feb 6, 2026
May 12, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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