State Street SPDR MSCI ACWI ex-US ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.18% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 1.10 | |
| 0.1056 | 10.13 | |
| 0.9833 | 303.59 | |
| -0.0836 | -10.65 |
Estimation Period:
Jan 17, 2007 to Feb 6, 2026
Jan 17, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR MSCI ACWI ex-US ETF Analyses
Other EGARCH Analyses on ETFs