Dynamic Active Tactical Bond Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.31% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9517 | 2.87 | |
| 0.1191 | 2.92 | |
| 0.7341 | 10.21 | |
| 0.4538 | 1.20 | |
| -1.1042 | -2.05 | |
| 1.7138 | 4.70 | |
| -1.8199 | -5.22 | |
| 0.6899 | 2.00 | |
| 0.2766 | 1.18 |
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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