Regan Fixed Rate MBS ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:46.28% (+7.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1666 | 0.00 | |
| 0.8200 | 0.00 | |
| 0.1800 | 0.00 | |
| -239.9212 | -0.00 | |
| 5.6309 | 0.00 | |
| 448.1486 | 0.00 | |
| -371.6139 | -0.00 | |
| 205.5667 | 0.00 |
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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