Virtus WMC International Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.84% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 3.96 | |
| 0.0313 | 3.26 | |
| 0.9285 | 71.57 | |
| 0.0266 | 1.61 |
Estimation Period:
Oct 11, 2017 to Feb 6, 2026
Oct 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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