Dynamic Active Ultra Short Term Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.67% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5946 | 1.90 | |
| 0.1280 | 2.72 | |
| 0.7314 | 5.82 | |
| -2.7012 | -0.92 | |
| 6.4910 | 1.33 | |
| -7.6324 | -1.39 | |
| 5.3459 | 0.98 | |
| 0.1967 | 0.05 | |
| -4.2614 | -1.86 | |
| 4.1661 | 2.25 | |
| -3.2960 | -1.67 | |
| 1.8550 | 0.90 | |
| 1.3824 | 0.62 |
Estimation Period:
Apr 2, 2018 to Feb 6, 2026
Apr 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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