Dynamic Active Disc Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.71% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3947 | 10.13 | |
| 0.0131 | 0.41 | |
| 0.5838 | 1.12 | |
| -0.0109 | -0.19 |
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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