Doubleline Mortgage ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.32% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2023 | 9.61 | |
| 0.0260 | 1.39 | |
| 0.9365 | 18.39 | |
| -0.1833 | -1.58 |
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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