State Street My2029 Municipal Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:0.53% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4587 | 3.34 | |
| 0.2385 | 2.02 | |
| 0.2651 | 1.26 | |
| -124.1205 | -1.88 | |
| 135.0804 | 1.37 | |
| 43.8372 | 0.82 | |
| -147.3201 | -3.39 | |
| 170.6249 | 3.40 | |
| -150.1357 | -2.81 | |
| 172.5464 | 2.95 | |
| -228.1292 | -3.27 |
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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