Dynamic Active Tactical Bond EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.76% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0621 | -7.07 | |
| 0.1869 | 10.85 | |
| 0.9553 | 169.46 | |
| -0.0003 | -0.02 |
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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