State Street SPDR MarketAxess Investment Grade 400 Corporate Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.64% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4741 | 9.34 | |
| 0.0767 | 1.29 | |
| 0.5331 | 1.81 | |
| -0.0002 | -0.00 |
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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