Virtus Newfleet Short Duration High Yield Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.54% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 13.96 | |
| 0.0564 | 9.69 | |
| 0.8803 | 188.62 | |
| 0.1265 | 8.60 |
Estimation Period:
Dec 6, 2016 to Feb 6, 2026
Dec 6, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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