State Street Nuveen Municipal Bond ESG ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.69% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 23.94 | |
| 0.3178 | 11.74 | |
| 0.2607 | 13.51 | |
| 0.1320 | 2.44 |
Estimation Period:
Apr 5, 2022 to Feb 6, 2026
Apr 5, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street Nuveen Municipal Bond ESG ETF Analyses
Other GJR-GARCH Analyses on ETFs