Regan Floating Rate MBS ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.03% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0584 | 9.31 | |
| 0.1368 | 1.67 | |
| 0.1947 | 0.55 | |
| 0.0440 | 0.78 |
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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