Thornburg Core Plus Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.20% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6768 | 8.59 | |
| 0.0328 | 0.37 | |
| 0.5130 | 0.51 | |
| 1.3816 | 5.68 |
Estimation Period:
Feb 5, 2025 to Feb 6, 2026
Feb 5, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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