TCW Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.52% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0572 | 4.97 | |
| 0.0158 | 0.31 | |
| 0.6848 | 0.61 | |
| -3.0348 | -1.59 | |
| 4.6605 | 1.92 |
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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