WBI BullBear Quality 3000 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.17% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 19.30 | |
| 0.1635 | 12.53 | |
| 0.8047 | 133.67 | |
| 0.0008 | 0.03 |
Estimation Period:
Aug 27, 2014 to Feb 6, 2026
Aug 27, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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