Purpose Global Bond Class Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.92% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4307 | 3.77 | |
| 0.1771 | 3.99 | |
| 0.7549 | 18.36 | |
| -0.2307 | -4.50 |
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 Spline-GARCH Analyses on ETFs