State Street US Equity Premium Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.43% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0712 | 6.68 | |
| 0.0000 | 0.00 | |
| 0.7175 | 27.21 | |
| 0.3175 | 4.92 |
Estimation Period:
Sep 5, 2024 to Feb 6, 2026
Sep 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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