State Street SPDR S&P 500 ETF Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.99% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0066 | 2.03 | |
| 0.1578 | 30.04 | |
| 0.9674 | 589.52 | |
| -0.1472 | -34.28 |
Estimation Period:
Jan 29, 1993 to Feb 6, 2026
Jan 29, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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