State Street My2026 Municipal Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.93% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 11.63 | |
| 0.5770 | 6.14 | |
| 0.4107 | 14.35 | |
| -0.1093 | -0.79 |
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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