Oakmark U.S. Large CAP ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.75% (-4.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2751 | 9.26 | |
| 0.0000 | 0.00 | |
| 0.5628 | 12.78 | |
| 0.3917 | 4.79 |
Estimation Period:
Dec 3, 2024 to Feb 13, 2026
Dec 3, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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