Global X US Preferred ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.65% (+1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0045 | 14.63 | |
| 0.0568 | 11.82 | |
| 0.8611 | 228.83 | |
| 0.1541 | 12.46 |
Estimation Period:
Sep 14, 2017 to Feb 6, 2026
Sep 14, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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