Spdr Blmbrg EN YLD CM ST K-1 AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.05% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 1.21 | |
| 0.1737 | 8.75 | |
| 0.7695 | 47.32 | |
| -0.5017 | -8.54 |
Estimation Period:
Sep 5, 2024 to Feb 6, 2026
Sep 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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