RPAR Risk Parity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.02% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0417 | 17.27 | |
| 0.0616 | 8.68 | |
| 0.8149 | 104.77 | |
| 0.1067 | 5.54 |
Estimation Period:
Dec 13, 2019 to Feb 13, 2026
Dec 13, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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