DoubleLine Commercial Real Estate Debt ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.83% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.3204 | 12.65 | |
| 0.2270 | 4.78 | |
| -0.2746 | -9.76 | |
| 0.0100 | 0.09 | |
| 0.3140 | 0.09 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 4, 2023 to Feb 6, 2026
Apr 4, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other DoubleLine Commercial Real Estate Debt ETF Analyses
Other MF2-GARCH Analyses on ETFs