State Street SPDR MSCI ACWI ex-US ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.38% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 11.02 | |
| 0.0016 | 0.31 | |
| 0.9304 | 193.20 | |
| 0.1056 | 17.84 |
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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