State Street My2032 Corporate Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.73% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1359 | 8.94 | |
| 0.0401 | 6.95 | |
| 0.9990 | 805.00 | |
| 6.5570 | 3.03 |
Estimation Period:
Sep 24, 2024 to Feb 6, 2026
Sep 24, 2024 to Feb 6, 2026
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