SPDR Dow Jones Industrial Average ETF Trust AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.01% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0141 | -5.84 | |
| 0.1038 | 38.36 | |
| 0.8664 | 303.80 | |
| 0.7092 | 30.89 |
Estimation Period:
Jan 20, 1998 to Feb 6, 2026
Jan 20, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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