State Street My2030 Municipal Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.83% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0883 | 9.06 | |
| 0.0963 | 24.60 | |
| 0.9961 | 1,711.52 | |
| 3.0091 | 67.85 |
Estimation Period:
Sep 24, 2024 to Feb 6, 2026
Sep 24, 2024 to Feb 6, 2026
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