State Street My2027 Municipal Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.85% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 9.69 | |
| 0.0930 | 24.17 | |
| 0.9982 | 2,918.76 | |
| 3.2568 | 43.11 |
Estimation Period:
Sep 24, 2024 to Feb 6, 2026
Sep 24, 2024 to Feb 6, 2026
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