State Street SPDR MarketAxess Investment Grade 400 Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.39% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6531 | 11.58 | |
| 0.0772 | 1.37 | |
| 0.5701 | 2.11 | |
| 0.0969 | 7.11 |
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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