Aggregate Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.75% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 7.76 | |
| 0.1371 | 10.78 | |
| 0.5155 | 9.77 | |
| -0.0479 | -2.42 |
Estimation Period:
Aug 29, 2023 to Feb 6, 2026
Aug 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Aggregate Bond ETF Analyses
Other AGARCH Analyses on ETFs