State Street Nuveen Municipal Bond ESG ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.40% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.2567 | -17.50 | |
| 0.6071 | 29.54 | |
| 0.5958 | 26.72 | |
| -0.0416 | -1.67 |
Estimation Period:
Apr 5, 2022 to Feb 6, 2026
Apr 5, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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