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TCW High Yield Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.14% (+0.56%)
Analysis last updated: Wednesday, February 11, 2026 at 11:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of TCW High Yield Bond ETF S0GARCH
paramt-stat
ω0.62922.32
α0.17591.74
β0.00000.00
γ1-126.7936-2.04
γ2266.37203.28
γ3-278.1516-4.32
γ4198.08852.38
γ5-52.7864-0.79
γ6-13.7252-0.31
γ716.67290.38
γ8-20.8150-0.59
Estimation Period:
Nov 18, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts