Dynamic Active Tactical Bond Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.55% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9422 | 2.92 | |
| 0.1244 | 2.85 | |
| 0.7113 | 8.84 | |
| 0.4727 | 1.26 | |
| -1.1492 | -2.16 | |
| 1.7817 | 4.99 | |
| -1.9522 | -5.43 | |
| 0.9937 | 2.32 | |
| -0.5337 | -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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