State Street My2029 Municipal Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.55% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0571 | 6.52 | |
| 0.1245 | 27.60 | |
| 0.9879 | 519.70 | |
| 2.9690 | 50.38 |
Estimation Period:
Sep 24, 2024 to Feb 6, 2026
Sep 24, 2024 to Feb 6, 2026
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