State Street DoubleLine Short Duration Total Return Tactical ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.79% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1434 | -10.83 | |
| 0.1635 | 12.20 | |
| 0.9619 | 274.28 | |
| -0.0392 | -4.24 |
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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