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State Street SPDR Global Dow ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.87% (+4.39%)
Analysis last updated: Friday, February 6, 2026 at 11:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of State Street SPDR Global Dow ETF SGARCH
paramt-stat
ω1.15674.28
α0.10907.62
β0.844950.69
γ1-0.2393-2.76
γ20.50664.09
γ3-0.4320-5.54
γ40.18972.42
γ5-0.0294-0.39
γ60.07141.11
γ7-0.1518-2.37
γ80.15091.70
Estimation Period:
Oct 2, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts