State Street My2031 Corporate Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.96% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0005 | -1.70 | |
| 0.0005 | 0.15 | |
| 1.0000 | 251.38 | |
| 0.3304 | 34.88 |
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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