State Street Multi-Asset Real Return ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.17% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 14.54 | |
| 0.0431 | 9.78 | |
| 0.8905 | 236.46 | |
| 0.0860 | 7.66 |
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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