TCW Transform 500 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.24% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4770 | 5.14 | |
| 0.0954 | 2.25 | |
| 0.8083 | 11.56 | |
| -1.6861 | -5.58 | |
| 2.4959 | 5.32 | |
| -1.4392 | -2.47 |
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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