GMO International Qualty ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.96% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1635 | 6.65 | |
| 0.1587 | 4.50 | |
| 0.6594 | 15.01 |
Estimation Period:
Oct 29, 2024 to Feb 6, 2026
Oct 29, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GMO International Qualty ETF Analyses
Other GARCH Analyses on ETFs