State Street My2027 Municipal Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.15% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 8.02 | |
| 0.3165 | 5.69 | |
| 0.6439 | 35.40 | |
| 0.0685 | 0.73 |
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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