Spdr Bridgewater ALL Weather EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.65% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0547 | -2.64 | |
| 0.3651 | 8.31 | |
| 0.7697 | 17.42 | |
| 0.0438 | 0.82 |
Estimation Period:
Mar 6, 2025 to Feb 6, 2026
Mar 6, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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