TCW Transform 500 ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.48% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0248 | -3.63 | |
| 0.0946 | 23.98 | |
| 0.8643 | 143.09 | |
| 0.9164 | 24.36 |
Estimation Period:
Jun 23, 2021 to Feb 6, 2026
Jun 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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