State Street My2031 Corporate Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.62% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1076 | 9.31 | |
| 0.0383 | 8.45 | |
| 0.9990 | 998.00 | |
| 6.7872 | 3.29 |
Estimation Period:
Sep 24, 2024 to Feb 6, 2026
Sep 24, 2024 to Feb 6, 2026
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