Arrow Dow Jones Global Yield ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.50% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7996 | 6.44 | |
| 0.2201 | 8.60 | |
| 0.7300 | 30.20 | |
| -0.0036 | -3.28 |
Estimation Period:
May 8, 2012 to Feb 6, 2026
May 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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