TCW Transform Systems ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.45% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0528 | 9.47 | |
| 0.2323 | 5.59 | |
| 0.9575 | 188.22 | |
| -0.0369 | -0.67 |
Estimation Period:
Feb 4, 2022 to Feb 13, 2026
Feb 4, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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