Spdr Ssga Aplo PUB & PVT CDT EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.30% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2731 | -5.44 | |
| 0.1981 | 6.34 | |
| 0.8934 | 42.95 | |
| 0.0938 | 2.15 |
Estimation Period:
Feb 27, 2025 to Feb 13, 2026
Feb 27, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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