Purpose Core Dividend Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:6.42% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 17.19 | |
| 0.0038 | 1.05 | |
| 0.8536 | 206.00 | |
| 0.2223 | 19.69 |
Estimation Period:
Sep 3, 2013 to Feb 27, 2026
Sep 3, 2013 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Core Dividend Fund Analyses
Other GJR-GARCH Analyses on ETFs