Janus Henderson Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:3.90% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 4.85 | |
| 0.1699 | 3.92 | |
| 0.3800 | 3.69 | |
| -0.0358 | -0.43 |
Estimation Period:
Nov 13, 2024 to Feb 13, 2026
Nov 13, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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