Purpose Dvrsified Real Asset GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.23% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 8.56 | |
| 0.0045 | 1.51 | |
| 0.9722 | 403.23 | |
| 0.0277 | 5.83 |
Estimation Period:
Sep 5, 2013 to Feb 6, 2026
Sep 5, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Dvrsified Real Asset Analyses
Other GJR-GARCH Analyses on ETFs