State Street My2029 Municipal Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.64% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 7.54 | |
| 0.3397 | 4.78 | |
| 0.6320 | 25.05 | |
| 0.0236 | 0.23 |
Estimation Period:
Sep 24, 2024 to Feb 6, 2026
Sep 24, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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