State Street My2033 Corporate Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.29% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0191 | -1.51 | |
| -0.0672 | -3.47 | |
| 0.9927 | 2,038.36 | |
| -0.0532 | -5.20 |
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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