Purpose Strategic Yield Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.05% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 6.85 | |
| 0.0290 | 5.70 | |
| 0.9116 | 166.43 | |
| 0.0823 | 5.83 |
Estimation Period:
Apr 6, 2018 to Feb 6, 2026
Apr 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Strategic Yield Fund Analyses
Other GJR-GARCH Analyses on ETFs