TCW Corporate Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.97% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0004 | -3.28 | |
| 0.0000 | 0.00 | |
| 0.9997 | 157.67 | |
| -0.2057 | -12.96 |
Estimation Period:
Nov 18, 2024 to Feb 6, 2026
Nov 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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