State Street Nuveen Municipal Bond ESG ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.15% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2672 | 18.58 | |
| 0.2192 | 9.71 | |
| 0.0843 | 3.43 | |
| 0.0186 | 1.70 | |
| 0.5434 | 6.04 | |
| 0.0000 | 0.00 |
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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