State Street SPDR Global Dow ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.97% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 15.82 | |
| 0.0167 | 3.63 | |
| 0.8961 | 298.52 | |
| 0.1377 | 18.56 |
Estimation Period:
Oct 2, 2000 to Feb 6, 2026
Oct 2, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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