State Street SPDR S&P Metals & Mining ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.38% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 8.38 | |
| 0.1171 | 28.31 | |
| 0.9908 | 1,275.20 | |
| -0.0398 | -11.48 |
Estimation Period:
Jun 22, 2006 to Feb 20, 2026
Jun 22, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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