State Street Blackstone High Income ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:-0.00% (-3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7315 | 7,314,550.00 | |
| 0.0185 | 185,450.00 | |
| 0.5000 | 5,000,000.00 | |
| 7.0348 | 12.19 | |
| 0.2753 | 10.67 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 17, 2022 to Feb 6, 2026
Feb 17, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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