State Street Income Allocation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.56% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0186 | 8.33 | |
| 0.1343 | 5.89 | |
| 0.8155 | 33.09 | |
| 0.0107 | 2.69 |
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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