State Street Multi-Asset Real Return ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.53% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0101 | -5.35 | |
| 0.1734 | 22.13 | |
| 0.9728 | 528.70 | |
| -0.0728 | -10.28 |
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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