Purpose Active Balanced Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.04% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0710 | 11.31 | |
| 0.0263 | 1.05 | |
| 0.4397 | 11.32 | |
| 0.3100 | 3.99 |
Estimation Period:
Oct 24, 2023 to Feb 6, 2026
Oct 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Active Balanced Fund Analyses
Other GJR-GARCH Analyses on ETFs