Bondbloxx IR M Tax-Awr SH DU GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.94% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 7.11 | |
| 0.3863 | 2.92 | |
| 0.2289 | 2.66 | |
| -0.3863 | -2.95 |
Estimation Period:
Mar 14, 2024 to Feb 13, 2026
Mar 14, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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