Jensen Quality Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.48% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0837 | 6.80 | |
| 0.0000 | 0.00 | |
| 0.7273 | 26.78 | |
| 0.2710 | 3.61 |
Estimation Period:
Aug 13, 2024 to Feb 13, 2026
Aug 13, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Jensen Quality Growth ETF Analyses
Other GJR-GARCH Analyses on ETFs