Principal US Small-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.03% (+2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0520 | 11.12 | |
| 0.0200 | 5.34 | |
| 0.8930 | 203.55 | |
| 0.1253 | 11.37 |
Estimation Period:
Sep 22, 2016 to Feb 6, 2026
Sep 22, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Principal US Small-Cap ETF Analyses
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