Aggregate Bond ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.66% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 6.56 | |
| 0.1249 | 10.06 | |
| 0.6061 | 12.25 |
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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