State Street Multi-Asset Real Return ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.37% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0786 | 6.61 | |
| 0.1068 | 5.27 | |
| 0.8578 | 38.12 | |
| 0.0214 | 2.26 | |
| -0.0291 | -2.46 |
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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