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V-Lab

TCW Multisctr Credit Inc ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:0.77% (+0.21%)
Analysis last updated: Tuesday, February 3, 2026 at 02:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of TCW Multisctr Credit Inc ETF SGARCH
paramt-stat
ω0.20880.70
α0.22662.38
β0.00000.00
γ1-32.4810-0.11
γ247.01830.12
γ3173.92361.15
γ4-507.8883-3.93
γ5510.67773.05
γ6-262.8659-1.59
γ7286.94862.27
γ8-479.9561-3.19
γ9424.34442.89
γ10-566.9187-3.69
Estimation Period:
Nov 19, 2024 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts