State Street Nuveen Municipal Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.47% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7899 | 7,898,620.00 | |
| 0.0824 | 823,630.00 | |
| 0.2556 | 2,555,500.00 | |
| 0.0269 | 49.60 | |
| 0.3002 | 62.56 | |
| 0.4011 | 37.13 |
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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