Bondbloxx IR M Tax-Awr SH DU EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.66% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -2.6293 | -8.38 | |
| 0.2051 | 7.11 | |
| 0.3962 | 4.93 | |
| 0.3141 | 11.11 |
Estimation Period:
Mar 14, 2024 to Feb 6, 2026
Mar 14, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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