State Street DoubleLine Short Duration Total Return Tactical ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.53% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 14.69 | |
| 0.0853 | 13.62 | |
| 0.8743 | 126.10 | |
| 0.0245 | 4.83 |
Estimation Period:
Apr 14, 2016 to Feb 6, 2026
Apr 14, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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