TCW High Yield Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.88% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3411 | 1.77 | |
| 0.0833 | 4.00 | |
| 0.9007 | 12.29 | |
| 2.9196 | 2.19 |
Estimation Period:
Nov 18, 2024 to Feb 13, 2026
Nov 18, 2024 to Feb 13, 2026
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