TCW Corporate Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.65% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0519 | 0.10 | |
| 0.0000 | 0.00 | |
| -0.0519 | -0.10 | |
| 0.0268 | 0.04 | |
| 0.4852 | 0.04 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 18, 2024 to Feb 13, 2026
Nov 18, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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