State Street Multi-Asset Real Return ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.28% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 17.82 | |
| 0.1053 | 21.09 | |
| 0.8686 | 168.41 |
Estimation Period:
Apr 26, 2012 to Feb 13, 2026
Apr 26, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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