Parametric Equity Plus ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.69% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1297 | 10.15 | |
| 0.0000 | 0.00 | |
| 0.7044 | 29.46 | |
| 0.3875 | 5.29 |
Estimation Period:
Nov 8, 2024 to Feb 13, 2026
Nov 8, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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