State Street DoubleLine Short Duration Total Return Tactical ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.00% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.5699 | 5,699,200.00 | |
| 0.1801 | 1,800,800.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1634 | 9.97 | |
| 0.7599 | 9.92 | |
| 0.0000 | 0.00 |
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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