State Street SPDR Portfolio Treasury ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4043 | 7.14 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 3.4232 | 2.16 | |
| -6.1596 | -2.54 | |
| 4.4228 | 3.18 |
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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