Regan Floating Rate MBS ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.41% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 7.28 | |
| 0.1564 | 2.71 | |
| 0.1918 | 1.90 | |
| -0.0768 | -0.96 |
Estimation Period:
Feb 28, 2024 to Feb 13, 2026
Feb 28, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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