State Street Multi-Asset Real Return ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.95% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 9.91 | |
| 0.0911 | 21.62 | |
| 0.8860 | 209.51 | |
| 0.2667 | 14.59 |
Estimation Period:
Apr 26, 2012 to Feb 6, 2026
Apr 26, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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