State Street SPDR Bloomberg 1-10 Year TIPS ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.69% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 9.49 | |
| 0.0441 | 7.97 | |
| 0.9324 | 246.33 | |
| 0.0336 | 3.80 |
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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