GMO U.S. Quality ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.76% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 5.47 | |
| 0.1028 | 5.04 | |
| 0.8325 | 32.85 |
Estimation Period:
Nov 17, 2023 to Feb 6, 2026
Nov 17, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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