Virtus InfraCap US Preferred Stock ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.47% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 15.67 | |
| 0.0792 | 12.86 | |
| 0.8297 | 154.39 | |
| 0.1816 | 10.92 |
Estimation Period:
May 16, 2018 to Feb 6, 2026
May 16, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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