Purpose Premium Yield Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.49% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 13.53 | |
| 0.0982 | 6.59 | |
| 0.8175 | 77.64 | |
| 0.0368 | 1.56 |
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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