State Street SPDR MSCI ACWI ex-US ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.74% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 23.13 | |
| 0.0822 | 11.87 | |
| 0.8987 | 137.77 |
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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