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State Street SPDR MSCI ACWI ex-US ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.28% (+4.59%)
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 SGARCH
paramt-stat
ω0.90492.63
α0.11305.66
β0.826937.40
γ1-0.2159-0.71
γ20.26260.64
γ3-0.3018-1.26
γ40.70523.05
γ5-0.9547-3.70
γ61.18783.01
γ7-1.2649-2.28
γ80.79781.76
γ9-0.2855-1.10
γ100.15760.45
Estimation Period:
Jan 17, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts