TCW High Yield Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.02% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 3.65 | |
| 0.1329 | 9.89 | |
| 0.5371 | 12.38 | |
| 0.6103 | 9.93 |
Estimation Period:
Nov 18, 2024 to Feb 6, 2026
Nov 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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