State Street My2026 Corporate Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.16% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 5.53 | |
| 0.5890 | 4.20 | |
| 0.1276 | 1.13 | |
| -0.4582 | -2.97 |
Estimation Period:
Sep 24, 2024 to Feb 6, 2026
Sep 24, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street My2026 Corporate Bond ETF Analyses
Other GJR-GARCH Analyses on ETFs