Spdr Bridgewater ALL Weather MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.28% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0354 | 353,800.00 | |
| 0.8412 | 8,412,430.00 | |
| 0.1699 | 1,699,420.00 | |
| 0.1290 | 1,289,820.00 | |
| 0.0829 | 829,170.00 | |
| 0.8052 | 8,052,160.00 |
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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