Purpose Premium Yield Fund GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.13% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 15.49 | |
| 0.1198 | 15.02 | |
| 0.8183 | 86.63 |
Estimation Period:
Jan 19, 2016 to Feb 6, 2026
Jan 19, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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