TCW Transform Supply Chain ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.96% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2266 | 10.22 | |
| 0.1397 | 12.76 | |
| 0.6737 | 39.19 | |
| 0.4858 | 9.84 |
Estimation Period:
Feb 16, 2023 to Feb 6, 2026
Feb 16, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other TCW Transform Supply Chain ETF Analyses
Other AGARCH Analyses on ETFs