State Street Fixed Income Sector Rotation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.05% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 10.26 | |
| 0.0969 | 14.79 | |
| 0.8514 | 95.02 | |
| 0.0862 | 3.00 |
Estimation Period:
Apr 3, 2019 to Feb 6, 2026
Apr 3, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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