Purpose Global Bond Class Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.41% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5658 | 3.18 | |
| 0.1744 | 3.92 | |
| 0.7565 | 18.67 | |
| 0.3966 | 1.16 | |
| -1.0666 | -2.20 | |
| 0.9970 | 4.52 |
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
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