UVA Unconstrained Medium-Term Fixed Income ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.52% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0051 | 7.39 | |
| 0.0984 | 8.08 | |
| 0.8818 | 103.66 |
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 GARCH Analyses on ETFs