Virtus Newfleet Short Duration High Yield Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.79% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0000 | -0.37 | |
| 0.1057 | 21.33 | |
| 0.8853 | 194.44 | |
| 0.1388 | 19.71 |
Estimation Period:
Dec 6, 2016 to Feb 6, 2026
Dec 6, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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