Principal Spectrum Preferred Securities Active ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.69% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 20.85 | |
| 0.1241 | 11.83 | |
| 0.7788 | 114.87 | |
| 0.1462 | 5.93 |
Estimation Period:
Jul 11, 2017 to Feb 6, 2026
Jul 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Principal Spectrum Preferred Securities Active ETF Analyses
Other GJR-GARCH Analyses on ETFs