Aggregate Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.83% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3023 | 10.67 | |
| 0.1412 | 2.38 | |
| 0.3341 | 1.36 | |
| 0.1107 | 3.02 |
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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