Dynamic Active Tactical Bond GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.57% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 12.35 | |
| 0.0848 | 8.68 | |
| 0.8821 | 146.19 | |
| 0.0133 | 0.86 |
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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