Virtus Newfleet Multi-Sector Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.89% (+4.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 4.45 | |
| 0.0991 | 19.98 | |
| 0.8901 | 208.01 | |
| 0.1033 | 13.39 |
Estimation Period:
Aug 11, 2015 to Feb 6, 2026
Aug 11, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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