Regan Floating Rate MBS ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.77% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 13.51 | |
| 0.1501 | 7.04 | |
| 0.0000 | 0.00 | |
| 0.0429 | 2.70 |
Estimation Period:
Feb 28, 2024 to Feb 6, 2026
Feb 28, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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