UVA Unconstrained Medium-Term Fixed Income ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.62% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0716 | -13.01 | |
| 0.1747 | 8.59 | |
| 0.9495 | 185.09 | |
| -0.0839 | -4.22 |
Estimation Period:
Aug 21, 2017 to Feb 6, 2026
Aug 21, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other UVA Unconstrained Medium-Term Fixed Income ETF Analyses
Other EGARCH Analyses on ETFs