Research Affiliates Dele ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.34% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3509 | 7.48 | |
| 0.0000 | 0.00 | |
| 0.7599 | 29.19 | |
| 0.1600 | 3.00 |
Estimation Period:
Sep 10, 2024 to Feb 6, 2026
Sep 10, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Research Affiliates Dele ETF Analyses
Other GJR-GARCH Analyses on ETFs