State Street My2028 Municipal Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.37% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0428 | 6.26 | |
| 0.1697 | 29.93 | |
| 0.9831 | 391.67 | |
| 3.4938 | 22.94 |
Estimation Period:
Sep 24, 2024 to Feb 6, 2026
Sep 24, 2024 to Feb 6, 2026
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