Main International ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.20% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 6.32 | |
| 0.0461 | 20.61 | |
| 0.9602 | 504.30 | |
| -0.0125 | -3.34 |
Estimation Period:
Nov 19, 1996 to Feb 6, 2026
Nov 19, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Main International ETF Analyses
Other GJR-GARCH Analyses on ETFs