State Street My2027 Corporate Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.88% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 9.34 | |
| 0.0496 | 12.76 | |
| 0.9990 | 1,888.47 | |
| 3.2876 | 33.37 |
Estimation Period:
Sep 24, 2024 to Feb 6, 2026
Sep 24, 2024 to Feb 6, 2026
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