State Street SPDR S&P 500 ETF Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.81% (+3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7315 | 4.73 | |
| 0.1121 | 9.70 | |
| 0.8504 | 62.97 | |
| 0.0690 | 2.14 | |
| -0.1641 | -3.67 | |
| 0.1764 | 6.99 | |
| -0.1443 | -5.70 | |
| 0.0979 | 3.15 | |
| -0.0279 | -0.84 | |
| -0.0336 | -0.68 |
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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