SPDR Dow Jones Industrial Average ETF Trust GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.97% (+5.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 18.26 | |
| 0.1157 | 38.86 | |
| 0.8675 | 299.15 |
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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