State Street My2034 Corporate Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.44% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 7.98 | |
| 0.0000 | 0.00 | |
| 0.7126 | 24.86 | |
| 0.2381 | 6.58 |
Estimation Period:
Sep 24, 2024 to Feb 13, 2026
Sep 24, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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