TD Q Global Multifactor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.35% (+1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 11.26 | |
| 0.0088 | 0.94 | |
| 0.7801 | 68.78 | |
| 0.2605 | 7.31 |
Estimation Period:
Dec 3, 2019 to Feb 6, 2026
Dec 3, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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