State Street Blackstone High Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.32% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9104 | 6.12 | |
| 0.1821 | 2.30 | |
| 0.4868 | 1.96 | |
| -1.9640 | -2.80 | |
| 2.0342 | 1.93 | |
| 1.3644 | 1.88 | |
| -3.6329 | -2.96 |
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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