TCW Transform 500 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.25% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5160 | 4.88 | |
| 0.0966 | 2.44 | |
| 0.8281 | 13.53 | |
| -1.4936 | -4.82 | |
| 2.0821 | 4.82 | |
| -0.7160 | -3.59 |
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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