State Street SPDR MSCI ACWI ex-US ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.24% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0048 | -1.33 | |
| 0.0628 | 11.12 | |
| 0.9156 | 166.54 | |
| 0.7904 | 14.78 |
Estimation Period:
Jan 17, 2007 to Feb 6, 2026
Jan 17, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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