Janus Henderson Asset-Ba ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.13% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 6.59 | |
| 0.6245 | 3.42 | |
| 0.2086 | 2.37 | |
| -0.6245 | -3.41 |
Estimation Period:
Jul 23, 2025 to Feb 13, 2026
Jul 23, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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