Virtus Real Asset Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.40% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0469 | 12.72 | |
| 0.0439 | 8.18 | |
| 0.8494 | 154.63 | |
| 0.1465 | 8.45 |
Estimation Period:
Feb 8, 2019 to Feb 13, 2026
Feb 8, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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