State Street My2033 Corporate Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.64% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0939 | 7.32 | |
| 0.0865 | 1.10 | |
| 0.5000 | 1.34 | |
| -1.2253 | -1.91 |
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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