Bondbloxx IR M TX AR MA Resi GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.79% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 2.73 | |
| 0.1756 | 6.26 | |
| 0.9058 | 24.04 | |
| 4.3300 | 2.56 |
Estimation Period:
Mar 13, 2025 to Feb 6, 2026
Mar 13, 2025 to Feb 6, 2026
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