State Street My2027 Municipal Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.67% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2256 | 3.62 | |
| 0.2583 | 1.65 | |
| 0.4130 | 2.21 | |
| -0.9876 | -1.10 |
Estimation Period:
Sep 24, 2024 to Feb 6, 2026
Sep 24, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street My2027 Municipal Bond ETF Analyses
Other Spline-GARCH Analyses on ETFs