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State Street Nuveen Municipal Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.61% (-0.07%)
Analysis last updated: Monday, February 9, 2026 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of State Street Nuveen Municipal Bond ETF S0GARCH
paramt-stat
ω1.02664.96
α0.33274.99
β0.27132.30
γ17.02983.07
γ2-6.8615-1.94
γ3-4.6532-1.83
γ49.21323.91
γ5-9.8324-4.09
γ611.14344.32
γ7-11.8939-4.61
γ88.35494.51
Estimation Period:
Feb 5, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts