State Street SPDR MarketAxess Investment Grade 400 Corporate Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.46% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4581 | 11.09 | |
| 0.0347 | 16.33 | |
| 0.9990 | 2,286.04 | |
| 10.5990 | 2.32 |
Estimation Period:
May 12, 2022 to Feb 6, 2026
May 12, 2022 to Feb 6, 2026
Other State Street SPDR MarketAxess Investment Grade 400 Corporate Bond ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs