State Street Income Allocation ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.62% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0275 | -13.47 | |
| 0.1536 | 19.84 | |
| 0.9763 | 560.15 | |
| -0.0807 | -14.05 |
Estimation Period:
Apr 26, 2012 to Feb 6, 2026
Apr 26, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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