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	param	t-stat
$ω$	0.6296	2.32
$α$	0.1731	1.72
$β$	0.0000	0.00
$γ_{1}$	-128.2566	-2.06
$γ_{2}$	269.3487	3.32
$γ_{3}$	-281.5562	-4.40
$γ_{4}$	202.5666	2.45
$γ_{5}$	-58.4074	-0.88
$γ_{6}$	-8.6777	-0.19
$γ_{7}$	16.1273	0.32
$γ_{8}$	-38.0043	-0.55

V-Lab

TCW High Yield Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:7.31% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other TCW High Yield Bond ETF Analyses