Aggregate Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.91% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2952 | 8.57 | |
| 0.1425 | 2.37 | |
| 0.3261 | 1.32 | |
| 0.0987 | 0.72 |
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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