TCW Transform Supply Chain ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.53% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8669 | 5.72 | |
| 0.1012 | 2.06 | |
| 0.7972 | 12.92 | |
| -0.0174 | -0.10 |
Estimation Period:
Feb 16, 2023 to Feb 13, 2026
Feb 16, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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