State Street SPDR Bloomberg 1-10 Year TIPS ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.69% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 7.80 | |
| 0.0623 | 17.97 | |
| 0.9314 | 234.85 |
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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