Dynamic Active Disc Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.83% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0072 | -4.81 | |
| 0.0197 | 5.17 | |
| 0.9979 | 684.92 | |
| -0.0140 | -2.46 |
Estimation Period:
Nov 8, 2022 to Feb 6, 2026
Nov 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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