Western Asset Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.72% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1386 | 6.41 | |
| 0.0000 | 0.00 | |
| 0.9677 | 23.27 | |
| -1.5751 | -0.92 | |
| 4.1428 | 1.51 | |
| -6.4660 | -3.56 | |
| 6.3728 | 5.36 |
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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