Spdr Blmbrg EN YLD CM ST K-1 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.76% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0603 | 4.83 | |
| 0.1290 | 1.40 | |
| 0.3867 | 0.91 | |
| 2.0930 | 0.21 | |
| 7.8922 | 0.51 | |
| -30.3581 | -2.39 | |
| 49.5090 | 3.99 | |
| -45.0724 | -4.44 |
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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