State Street My2030 Municipal Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.59% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 6.93 | |
| 0.0623 | 2.19 | |
| 0.7612 | 40.91 | |
| 0.3017 | 7.76 |
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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