Return Stacked Global Stocks & Bonds ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.05% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1965 | 6.38 | |
| 0.0000 | 0.00 | |
| 0.6806 | 17.85 | |
| 0.2356 | 3.04 |
Estimation Period:
Dec 5, 2023 to Feb 6, 2026
Dec 5, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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