Purpose Core Dividend Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.35% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 17.20 | |
| 0.0046 | 1.24 | |
| 0.8534 | 204.01 | |
| 0.2213 | 19.56 |
Estimation Period:
Sep 3, 2013 to Feb 6, 2026
Sep 3, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Core Dividend Fund Analyses
Other GJR-GARCH Analyses on ETFs