Dynamic Active Tactical Bond APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.63% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 9.61 | |
| 0.0923 | 15.67 | |
| 0.8833 | 135.60 | |
| 0.0359 | 1.11 | |
| 1.9477 | 24.28 |
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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