Aggregate Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.44% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 6.70 | |
| 0.1468 | 6.59 | |
| 0.6022 | 12.17 | |
| -0.0438 | -1.25 |
Estimation Period:
Aug 29, 2023 to Feb 6, 2026
Aug 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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