Purpose Global Bond Class GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.66% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 4.57 | |
| 0.0242 | 4.41 | |
| 0.8930 | 187.33 | |
| 0.1530 | 8.91 |
Estimation Period:
Jun 27, 2018 to Feb 6, 2026
Jun 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Global Bond Class Analyses
Other GJR-GARCH Analyses on ETFs