Janus Henderson Glob ART ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.97% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5000 | 15.91 | |
| 0.0583 | 0.67 | |
| -0.5000 | -9.01 | |
| 3.6154 | 0.43 | |
| 0.5048 | 0.14 | |
| 0.4952 | 0.32 |
Estimation Period:
Aug 20, 2025 to Feb 6, 2026
Aug 20, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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