Spdr Blmbrg EN YLD CM ST K-1 MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.10% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.0461 | 0.20 | |
| 0.0383 | 0.02 | |
| 0.5093 | 0.02 | |
| 1.0000 | 0.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 5, 2024 to Feb 13, 2026
Sep 5, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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