State Street SPDR S&P 500 ETF Trust GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.69% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 19.54 | |
| 0.1099 | 40.26 | |
| 0.8736 | 339.51 |
Estimation Period:
Jan 29, 1993 to Feb 20, 2026
Jan 29, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR S&P 500 ETF Trust Analyses
Other GARCH Analyses on ETFs