State Street SPDR MarketAxess Investment Grade 400 Corporate Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.85% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 0.88 | |
| 0.0045 | 1.63 | |
| 0.9674 | 267.92 | |
| 0.0515 | 5.68 |
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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