Harbor Multi-Asset EXP ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.45% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0616 | 10.96 | |
| 0.0000 | 0.00 | |
| 0.7280 | 39.24 | |
| 0.2819 | 6.17 |
Estimation Period:
Sep 14, 2023 to Feb 6, 2026
Sep 14, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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