State Street DoubleLine Total Return Tactical ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.20% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 13.49 | |
| 0.0804 | 13.52 | |
| 0.8837 | 177.16 | |
| 0.0551 | 4.09 |
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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