Spdr Bridgewater ALL Weather Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.05% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4506 | 2.62 | |
| 0.0476 | 0.81 | |
| 0.0000 | 0.00 | |
| -225.8237 | -2.71 | |
| 318.2968 | 2.64 | |
| -104.1802 | -1.76 | |
| 10.5621 | 0.30 | |
| 26.0411 | 0.80 | |
| -48.5448 | -1.60 |
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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