State Street SPDR Bloomberg 1-10 Year TIPS ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.84% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 6.99 | |
| 0.0629 | 18.13 | |
| 0.9299 | 238.63 | |
| 0.0486 | 3.97 |
Estimation Period:
May 30, 2013 to Feb 6, 2026
May 30, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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