Spdr Blmbrg EN YLD CM ST K-1 GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.26% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 3.59 | |
| 0.3408 | 5.63 | |
| 0.7653 | 41.19 | |
| -0.2396 | -3.19 |
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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