Palmer Square Credit OPP ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.68% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 1.63 | |
| 0.0924 | 0.95 | |
| 0.5790 | 2.80 | |
| -0.0924 | -0.94 |
Estimation Period:
Sep 12, 2024 to Feb 13, 2026
Sep 12, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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