TCW Transform Supply Chain ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.84% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8509 | 7.91 | |
| 0.1052 | 2.07 | |
| 0.7899 | 12.52 | |
| -0.0409 | -1.18 |
Estimation Period:
Feb 16, 2023 to Feb 6, 2026
Feb 16, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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