Regan Fixed Rate MBS ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.51% (-7.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8748 | 6.08 | |
| 1.2034 | 4.02 | |
| 0.2972 | 6.75 | |
| -1.0013 | -2.51 |
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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