TCW Corporate Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.26% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.5069 | -6.01 | |
| 0.0804 | 2.63 | |
| 0.7786 | 14.26 | |
| -0.2114 | -9.12 |
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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