Regan Fixed Rate MBS ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:23.76% (-14.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 0.04 | |
| 0.2694 | 8.13 | |
| 0.3767 | 14.95 | |
| -1.7275 | -4.85 |
Estimation Period:
May 1, 2025 to Jan 23, 2026
May 1, 2025 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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