Western Asset Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.04% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3766 | 7.65 | |
| 0.0480 | 16.35 | |
| 0.9990 | 3,243.51 | |
| 9.5669 | 2.82 |
Estimation Period:
Sep 21, 2023 to Feb 6, 2026
Sep 21, 2023 to Feb 6, 2026
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