Thornburg Internatnl EQY ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.11% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2978 | 7.56 | |
| 0.0959 | 3.25 | |
| 0.3594 | 5.19 | |
| 0.5440 | 2.27 |
Estimation Period:
Jan 22, 2025 to Feb 6, 2026
Jan 22, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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