State Street Nuveen Municipal Bond ESG ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.64% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0488 | 16.23 | |
| 0.2726 | 10.45 | |
| 0.6880 | 40.29 | |
| 5.6421 | 4.26 |
Estimation Period:
Apr 5, 2022 to Feb 6, 2026
Apr 5, 2022 to Feb 6, 2026
Other State Street Nuveen Municipal Bond ESG ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs