Dynamic Active Tactical Bond AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.61% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0051 | 12.21 | |
| 0.0909 | 16.72 | |
| 0.8822 | 147.55 | |
| 0.0097 | 0.36 |
Estimation Period:
Sep 27, 2017 to Feb 6, 2026
Sep 27, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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