State Street SPDR Global Dow ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.65% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1724 | 4.33 | |
| 0.1090 | 7.62 | |
| 0.8449 | 50.62 | |
| -0.2292 | -2.66 | |
| 0.4889 | 3.96 | |
| -0.4172 | -5.35 | |
| 0.1759 | 2.24 | |
| -0.0170 | -0.23 | |
| 0.0580 | 0.91 | |
| -0.1299 | -2.21 | |
| 0.0994 | 2.16 |
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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