Purpose Global Bond Class AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.32% (+1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0000 | -0.06 | |
| 0.1089 | 17.48 | |
| 0.8774 | 163.44 | |
| 0.1468 | 11.85 |
Estimation Period:
Jun 27, 2018 to Feb 6, 2026
Jun 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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