NBI Active U.S. Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.81% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 4.47 | |
| 0.0000 | 0.00 | |
| 0.9626 | 146.30 | |
| 0.0438 | 4.94 |
Estimation Period:
Feb 11, 2021 to Feb 13, 2026
Feb 11, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other NBI Active U.S. Equity ETF Analyses
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