State Street SPDR Global Dow ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.87% (+4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1567 | 4.28 | |
| 0.1090 | 7.62 | |
| 0.8449 | 50.69 | |
| -0.2393 | -2.76 | |
| 0.5066 | 4.09 | |
| -0.4320 | -5.54 | |
| 0.1897 | 2.42 | |
| -0.0294 | -0.39 | |
| 0.0714 | 1.11 | |
| -0.1518 | -2.37 | |
| 0.1509 | 1.70 |
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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