Performance Trust SHT TRM BD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.35% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 4.14 | |
| 0.2984 | 1.65 | |
| 0.1294 | 0.90 | |
| -0.2872 | -1.56 |
Estimation Period:
Apr 9, 2024 to Feb 6, 2026
Apr 9, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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