State Street DoubleLine Short Duration Total Return Tactical ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.92% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 13.96 | |
| 0.0666 | 9.01 | |
| 0.8784 | 128.38 | |
| 0.0349 | 2.32 |
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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