TCW Corporate Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.46% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 4.72 | |
| 0.0000 | 0.00 | |
| 0.6885 | 13.17 | |
| 0.1915 | 3.73 |
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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