ETFB Green SRI REITs ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:12.28% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 4.59 | |
| 0.0123 | 3.00 | |
| 0.9383 | 175.74 | |
| 0.0648 | 4.52 |
Estimation Period:
Dec 14, 2021 to Feb 13, 2026
Dec 14, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other ETFB Green SRI REITs ETF Analyses
Other GJR-GARCH Analyses on ETFs