WBI BullBear Value 3000 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.05% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0802 | 21.52 | |
| 0.1153 | 7.75 | |
| 0.7051 | 68.94 | |
| 0.1003 | 3.36 |
Estimation Period:
Aug 27, 2014 to Feb 13, 2026
Aug 27, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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