TCW High Yield Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.14% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6292 | 2.32 | |
| 0.1759 | 1.74 | |
| 0.0000 | 0.00 | |
| -126.7936 | -2.04 | |
| 266.3720 | 3.28 | |
| -278.1516 | -4.32 | |
| 198.0885 | 2.38 | |
| -52.7864 | -0.79 | |
| -13.7252 | -0.31 | |
| 16.6729 | 0.38 | |
| -20.8150 | -0.59 |
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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