State Street My2029 Corporate Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.34% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 5.33 | |
| 0.0217 | 1.31 | |
| 0.8052 | 25.36 | |
| 0.1629 | 4.12 |
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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