State Street My2030 Corporate Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.01% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 5.33 | |
| 0.0000 | 0.00 | |
| 0.7797 | 22.62 | |
| 0.1868 | 5.11 |
Estimation Period:
Sep 24, 2024 to Feb 6, 2026
Sep 24, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street My2030 Corporate Bond ETF Analyses
Other GJR-GARCH Analyses on ETFs