Return Stacked Bonds & Managed Futures ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.24% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2113 | 10.37 | |
| 0.1768 | 5.00 | |
| 0.5381 | 13.76 | |
| 0.0324 | 0.63 |
Estimation Period:
Feb 8, 2023 to Feb 13, 2026
Feb 8, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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