State Street Nuveen Municipal Bond ESG ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.66% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9651 | 4.03 | |
| 0.3337 | 4.83 | |
| 0.1363 | 1.49 | |
| -4.4261 | -2.23 | |
| 7.8153 | 2.64 | |
| -6.2517 | -2.68 | |
| 6.3327 | 2.82 | |
| -6.2485 | -2.98 | |
| 1.6333 | 0.66 |
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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