Harbor Long-Short Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.40% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0797 | 6.80 | |
| 0.0640 | 3.78 | |
| 0.8117 | 40.30 | |
| 0.0546 | 1.39 |
Estimation Period:
Dec 4, 2023 to Feb 13, 2026
Dec 4, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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