Purpose Active Growth Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.65% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 7.29 | |
| 0.0000 | 0.00 | |
| 0.8030 | 48.20 | |
| 0.1828 | 4.26 |
Estimation Period:
Oct 24, 2023 to Feb 6, 2026
Oct 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Active Growth Fund Analyses
Other GJR-GARCH Analyses on ETFs