State Street Income Allocation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.34% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8656 | 6.56 | |
| 0.1375 | 5.86 | |
| 0.8042 | 31.21 | |
| -0.0332 | -1.24 | |
| 0.0735 | 1.89 | |
| -0.0616 | -3.18 |
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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