Doubleline Mortgage ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.19% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0009 | -0.18 | |
| -0.0263 | -2.27 | |
| 0.9996 | 58,801.82 | |
| -0.0608 | -10.79 |
Estimation Period:
Apr 4, 2023 to Feb 6, 2026
Apr 4, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Doubleline Mortgage ETF Analyses
Other EGARCH Analyses on ETFs