Vest 10 Year Interest Rate Hedge ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.91% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0926 | 9.43 | |
| 0.0636 | 5.86 | |
| 0.7854 | 48.17 | |
| 0.1034 | 4.22 |
Estimation Period:
Feb 3, 2023 to Feb 6, 2026
Feb 3, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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