State Street Nuveen Municipal Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.45% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 16.67 | |
| 0.4239 | 9.12 | |
| 0.5209 | 28.79 | |
| -0.0114 | -0.19 |
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Feb 5, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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