State Street My2033 Corporate Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.73% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 4.79 | |
| 0.0000 | 0.00 | |
| 0.8999 | 74.33 | |
| 0.1113 | 4.63 |
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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