Doubleline Mortgage ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.62% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0015 | -6.64 | |
| 0.0219 | 10.66 | |
| 0.9757 | 417.86 | |
| 0.2798 | 19.31 |
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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