TCW Corporate Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.91% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1443 | 11.07 | |
| 0.0285 | 8.48 | |
| 0.9990 | 833.19 | |
| 4.8675 | 6.92 |
Estimation Period:
Nov 18, 2024 to Feb 13, 2026
Nov 18, 2024 to Feb 13, 2026
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