Global US 7 10 YR TRE BD ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.30% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0094 | -4.01 | |
| 0.0438 | 8.58 | |
| 0.9868 | 466.77 | |
| 0.0293 | 6.31 |
Estimation Period:
Apr 8, 2015 to Feb 6, 2026
Apr 8, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Global US 7 10 YR TRE BD ETF Analyses
Other EGARCH Analyses on ETFs