Zacks Quality Internatio ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.72% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5411 | 13.04 | |
| 0.0373 | 1.34 | |
| 0.0000 | 0.00 | |
| 0.3041 | 1.86 |
Estimation Period:
Aug 19, 2025 to Feb 13, 2026
Aug 19, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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