Parametric Hedged Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.97% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 6.79 | |
| 0.0016 | 0.07 | |
| 0.8606 | 47.13 | |
| 0.2216 | 8.19 |
Estimation Period:
Oct 19, 2023 to Feb 13, 2026
Oct 19, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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