State Street SPDR S&P 500 ETF Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.87% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8297 | 199.11 | |
| 0.2220 | 42.38 | |
| 0.0119 | 5.96 | |
| 0.0562 | 4.47 | |
| 0.9334 | 65.51 |
Estimation Period:
Jan 29, 1993 to Feb 13, 2026
Jan 29, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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