Janus Henderson Income ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.52% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.9756 | -3.15 | |
| 0.2486 | 4.93 | |
| 0.6240 | 5.14 | |
| 0.0180 | 0.46 |
Estimation Period:
Nov 13, 2024 to Feb 6, 2026
Nov 13, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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