GMO International Qualty ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.08% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1834 | 6.85 | |
| 0.0000 | 0.00 | |
| 0.6434 | 15.36 | |
| 0.2980 | 2.72 |
Estimation Period:
Oct 29, 2024 to Feb 13, 2026
Oct 29, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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