Spdr Bridgewater ALL Weather Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.38% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7505 | 2.38 | |
| 0.1235 | 1.61 | |
| 0.4624 | 1.20 | |
| 8.8484 | 3.32 |
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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