Aggregate Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.61% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0966 | 16.88 | |
| 0.1245 | 4.14 | |
| 0.7537 | 26.27 | |
| 10.2379 | 0.71 |
Estimation Period:
Aug 29, 2023 to Feb 6, 2026
Aug 29, 2023 to Feb 6, 2026
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