State Street My2032 Corporate Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.36% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0772 | 7.30 | |
| 0.0775 | 0.92 | |
| 0.4627 | 1.13 | |
| -1.2792 | -2.01 |
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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