Spdr Blmbrg EN YLD CM ST K-1 Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:46.71% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0975 | 5.25 | |
| 0.1159 | 1.15 | |
| 0.4621 | 1.16 | |
| 6.0533 | 1.49 | |
| -10.7706 | -1.64 | |
| 21.0289 | 3.67 |
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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