Janus Henderson Asset-Ba ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:2.88% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.4543 | 4,542,950.00 | |
| 0.0056 | 55,930.00 | |
| 0.4486 | 4,485,800.00 | |
| 0.0842 | 841,760.00 | |
| 0.0282 | 281,850.00 | |
| 0.0366 | 365,800.00 |
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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