State Street Income Allocation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.86% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0066 | 14.49 | |
| 0.0286 | 8.21 | |
| 0.8956 | 245.98 | |
| 0.0995 | 10.66 |
Estimation Period:
Apr 26, 2012 to Feb 13, 2026
Apr 26, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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