Global X Mid-Term U.S. Treasury Premium Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.42% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0501 | 7.11 | |
| 0.1331 | 5.24 | |
| 0.6474 | 16.82 | |
| -0.0117 | -0.27 |
Estimation Period:
Oct 5, 2023 to Feb 6, 2026
Oct 5, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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