CrossingBridge Ultra-Short Duration ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.49% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 9.65 | |
| 0.6936 | 9.23 | |
| 0.4800 | 32.03 | |
| 0.0689 | 4.79 |
Estimation Period:
Sep 21, 2021 to Feb 6, 2026
Sep 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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