State Street SPDR Portfolio Treasury ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.08% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.9981 | 0.00 | |
| -0.0000 | -0.00 | |
| 0.0033 | 0.00 | |
| 0.1237 | 0.00 | |
| 0.7777 | 0.00 |
Estimation Period:
May 21, 2024 to Feb 6, 2026
May 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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