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%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9207 | 2.68 | |
| 0.1131 | 5.68 | |
| 0.8270 | 37.54 | |
| -0.1812 | -0.60 | |
| 0.2022 | 0.50 | |
| -0.2513 | -1.05 | |
| 0.6580 | 2.83 | |
| -0.9142 | -3.52 | |
| 1.1573 | 2.92 | |
| -1.2433 | -2.23 | |
| 0.7749 | 1.71 | |
| -0.2447 | -1.12 | |
| 0.0697 | 0.53 |
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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