Regan Floating Rate MBS ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.14% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0324 | 8.95 | |
| 0.1394 | 6.76 | |
| 0.1609 | 1.85 |
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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