Spdr Ssga Aplo PUB & PVT CDT MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.44% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8241 | 889.96 | |
| 0.3498 | 66.19 | |
| 6.4223 | 0.31 | |
| 0.6885 | 0.28 | |
| 0.3115 | 0.13 |
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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