State Street SPDR Portfolio Treasury ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.47% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 5.96 | |
| 0.0673 | 5.25 | |
| 0.6839 | 14.75 | |
| -0.1531 | -4.94 |
Estimation Period:
May 21, 2024 to Feb 13, 2026
May 21, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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