Western Asset Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.76% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0058 | -2.60 | |
| 0.0595 | 7.95 | |
| 0.9978 | 493.98 | |
| -0.0389 | -5.37 |
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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