State Street Multi-Asset Real Return ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.46% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1274 | 7.11 | |
| 0.1087 | 4.97 | |
| 0.8486 | 34.19 | |
| 0.0367 | 2.92 | |
| -0.0669 | -2.65 |
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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