WBI BullBear Yield 3000 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.05% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 21.23 | |
| 0.1359 | 8.34 | |
| 0.7765 | 112.21 | |
| 0.0349 | 1.33 |
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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