DoubleLine Commercial Real Estate Debt ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.02% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1525 | 6.76 | |
| 0.0000 | 0.00 | |
| 0.9866 | 4.14 | |
| 10.5780 | 0.30 | |
| -15.0613 | -0.41 | |
| 6.7376 | 1.63 | |
| -5.6696 | -1.12 | |
| 7.9747 | 1.98 |
Estimation Period:
Apr 4, 2023 to Feb 6, 2026
Apr 4, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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