Spdr Ssga Aplo PUB & PVT CDT GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.84% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 3.83 | |
| 0.1772 | 1.72 | |
| 0.8158 | 31.32 | |
| -0.1392 | -1.17 |
Estimation Period:
Feb 27, 2025 to Feb 6, 2026
Feb 27, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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