State Street DoubleLine Total Return Tactical ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.13% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0420 | -12.65 | |
| 0.2170 | 16.86 | |
| 0.9830 | 767.37 | |
| -0.0487 | -7.50 |
Estimation Period:
Feb 24, 2015 to Feb 6, 2026
Feb 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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