Spdr Blmbrg EN YLD CM ST K-1 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.35% (+2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9513 | 2.77 | |
| 0.1204 | 5.57 | |
| 0.9403 | 41.84 | |
| 5.1333 | 1.72 |
Estimation Period:
Sep 5, 2024 to Feb 6, 2026
Sep 5, 2024 to Feb 6, 2026
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