Dynamic Active Tactical Bond GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.93% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1916 | 5.37 | |
| 0.0543 | 29.59 | |
| 0.9863 | 355.04 | |
| 2.9686 | 29.19 |
Estimation Period:
Sep 27, 2017 to Feb 6, 2026
Sep 27, 2017 to Feb 6, 2026
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