CrossingBridge Ultra-Short Duration ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.47% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0111 | 7.50 | |
| 0.5249 | 6.32 | |
| 0.4751 | 19.84 |
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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