Purpose Global Bond Class EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.18% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0293 | -8.32 | |
| 0.1934 | 18.64 | |
| 0.9828 | 409.68 | |
| -0.1198 | -12.87 |
Estimation Period:
Jun 27, 2018 to Feb 6, 2026
Jun 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Purpose Global Bond Class Analyses
Other EGARCH Analyses on ETFs