Aggregate Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.01% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2262 | 8.46 | |
| 0.3010 | 8.59 | |
| -0.1251 | -5.01 | |
| 0.0536 | 0.55 | |
| 0.1645 | 0.73 | |
| 0.1664 | 0.13 |
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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