Purpose International Dividend FD GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.05% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 12.80 | |
| 0.0120 | 2.13 | |
| 0.8700 | 148.51 | |
| 0.1104 | 8.29 |
Estimation Period:
Apr 22, 2015 to Feb 13, 2026
Apr 22, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Purpose International Dividend FD Analyses
Other GJR-GARCH Analyses on ETFs