Bondbloxx IR M TX AR MA Resi EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.90% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2301 | -5.59 | |
| 0.3942 | 8.80 | |
| 0.9198 | 86.25 | |
| 0.0542 | 1.07 |
Estimation Period:
Mar 13, 2025 to Feb 6, 2026
Mar 13, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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