State Street My2026 Corporate Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.61% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8587 | 3.07 | |
| 0.4250 | 2.19 | |
| 0.0000 | 0.00 | |
| 8.5245 | 0.70 | |
| -23.6639 | -1.22 | |
| 31.0345 | 1.81 | |
| -42.2475 | -1.58 |
Estimation Period:
Sep 24, 2024 to Feb 6, 2026
Sep 24, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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