American Century US Quality Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.53% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 14.73 | |
| 0.0130 | 1.78 | |
| 0.8810 | 158.57 | |
| 0.1780 | 14.77 |
Estimation Period:
Jan 16, 2018 to Feb 6, 2026
Jan 16, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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