State Street SPDR MarketAxess Investment Grade 400 Corporate Bond ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.74% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 3.03 | |
| 0.0358 | 9.79 | |
| 0.9588 | 203.14 |
Estimation Period:
May 12, 2022 to Feb 6, 2026
May 12, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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