Virtus Stone Harbor Emerging Markets High Yield Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.85% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 6.99 | |
| 0.0305 | 2.32 | |
| 0.7089 | 34.02 | |
| 0.2339 | 5.22 |
Estimation Period:
Dec 13, 2022 to Feb 13, 2026
Dec 13, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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