Arrow Dow Jones Global Yield ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.11% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8291 | 6.07 | |
| 0.2198 | 8.60 | |
| 0.7304 | 30.23 | |
| -0.0014 | -0.35 |
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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