Principal Spectrum Preferred and Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.61% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 19.78 | |
| 0.1625 | 11.76 | |
| 0.6552 | 48.52 | |
| 0.2307 | 5.59 |
Estimation Period:
Jun 17, 2020 to Feb 6, 2026
Jun 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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