State Street SPDR MSCI ACWI ex-US ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.28% (+4.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9049 | 2.63 | |
| 0.1130 | 5.66 | |
| 0.8269 | 37.40 | |
| -0.2159 | -0.71 | |
| 0.2626 | 0.64 | |
| -0.3018 | -1.26 | |
| 0.7052 | 3.05 | |
| -0.9547 | -3.70 | |
| 1.1878 | 3.01 | |
| -1.2649 | -2.28 | |
| 0.7978 | 1.76 | |
| -0.2855 | -1.10 | |
| 0.1576 | 0.45 |
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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