State Street My2032 Corporate Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.82% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 7.24 | |
| 0.0000 | 0.00 | |
| 0.7846 | 36.40 | |
| 0.1817 | 5.74 |
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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