Bondbloxx IR M TX AR MA Resi GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.76% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 7.86 | |
| 0.4390 | 2.84 | |
| 0.6589 | 35.56 | |
| -0.2895 | -1.60 |
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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