TCW Transform Supply Chain ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.61% (+2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.6846 | 17.28 | |
| 0.1723 | 11.19 | |
| 0.2640 | 0.18 | |
| 0.1373 | 0.20 | |
| 0.6747 | 0.39 |
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 MF2-GARCH Analyses on ETFs