State Street DoubleLine Emerging Markets Fixed Income ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.22% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.9410 | 9,410,350.00 | |
| 0.1438 | 1,437,890.00 | |
| -0.1696 | -1,696,480.00 | |
| 0.0134 | 12.77 | |
| 1.0000 | 16.76 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 26, 2016 to Feb 6, 2026
Apr 26, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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