Vert Global Sustainable Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.16% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5931 | 11.67 | |
| 0.1629 | 4.20 | |
| 0.1370 | 2.43 | |
| 0.0504 | 0.60 |
Estimation Period:
Dec 4, 2023 to Feb 6, 2026
Dec 4, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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