Principal Quality ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.93% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 13.14 | |
| 0.0000 | 0.00 | |
| 0.9317 | 223.81 | |
| 0.1064 | 14.58 |
Estimation Period:
Mar 22, 2016 to Feb 13, 2026
Mar 22, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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