NBI Unconstrained FD INM ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.08% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 5.26 | |
| 0.0331 | 3.41 | |
| 0.8839 | 62.12 | |
| 0.0543 | 3.07 |
Estimation Period:
Oct 21, 2019 to Feb 6, 2026
Oct 21, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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