Aggregate Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.60% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.7029 | -5.87 | |
| 0.2416 | 9.98 | |
| 0.7029 | 14.07 | |
| 0.0351 | 1.90 |
Estimation Period:
Aug 29, 2023 to Feb 6, 2026
Aug 29, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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