Thornburg Intrntnl Grwth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.77% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0748 | 4.51 | |
| 0.0000 | 0.00 | |
| 0.8096 | 36.18 | |
| 0.2478 | 4.30 |
Estimation Period:
Jan 23, 2025 to Feb 6, 2026
Jan 23, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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