Thornburg Core Plus Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.31% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1443 | 4.54 | |
| 0.0413 | 3.18 | |
| 0.9990 | 812.86 | |
| 14.6683 | 0.27 |
Estimation Period:
Feb 5, 2025 to Feb 6, 2026
Feb 5, 2025 to Feb 6, 2026
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