Virtus Private Credit Strategy ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.22% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0523 | 19.20 | |
| 0.1315 | 12.71 | |
| 0.6779 | 64.11 | |
| 0.3662 | 9.75 |
Estimation Period:
Feb 8, 2019 to Feb 6, 2026
Feb 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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