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State Street SPDR MSCI ACWI ex-US ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.06% (+4.66%)
Analysis last updated: Friday, February 6, 2026 at 11:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of State Street SPDR MSCI ACWI ex-US ETF S0GARCH
paramt-stat
ω0.92072.68
α0.11315.68
β0.827037.54
γ1-0.1812-0.60
γ20.20220.50
γ3-0.2513-1.05
γ40.65802.83
γ5-0.9142-3.52
γ61.15732.92
γ7-1.2433-2.23
γ80.77491.71
γ9-0.2447-1.12
γ100.06970.53
Estimation Period:
Jan 17, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts