State Street SPDR S&P Metals & Mining ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:46.14% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 7.61 | |
| 0.0692 | 39.09 | |
| 0.9178 | 467.53 | |
| 0.6269 | 11.90 |
Estimation Period:
Jun 22, 2006 to Feb 13, 2026
Jun 22, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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