Applied Finance Valuation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.23% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 8.71 | |
| 0.0000 | 0.00 | |
| 0.8901 | 140.59 | |
| 0.1784 | 11.56 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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