State Street Fixed Income Sector Rotation ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.71% (-6.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.5787 | 5,787,490.00 | |
| 0.2008 | 2,008,400.00 | |
| 0.4408 | 4,408,210.00 | |
| 2.7152 | 9,395.26 | |
| 0.7413 | 7,413,130.00 | |
| 0.0000 | 0.83 |
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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