Dynamic Active Tactical Bond MEM Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:4.55% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 10.81 | |
| 0.0844 | 14.79 | |
| 0.9142 | 227.48 |
Estimation Period:
Sep 28, 2017 to Jan 23, 2026
Sep 28, 2017 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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