Western Asset Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.07% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0005 | -3.08 | |
| 0.0285 | 10.05 | |
| 0.9686 | 360.60 | |
| 0.1424 | 8.04 |
Estimation Period:
Sep 21, 2023 to Feb 6, 2026
Sep 21, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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