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State Street SPDR Global Dow ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.65% (-0.88%)
Analysis last updated: Monday, February 9, 2026 at 10:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of State Street SPDR Global Dow ETF S0GARCH
paramt-stat
ω1.17244.33
α0.10907.62
β0.844950.62
γ1-0.2292-2.66
γ20.48893.96
γ3-0.4172-5.35
γ40.17592.24
γ5-0.0170-0.23
γ60.05800.91
γ7-0.1299-2.21
γ80.09942.16
Estimation Period:
Oct 2, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts