SPDR Dow Jones Industrial Average ETF Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.68% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1937 | 8.21 | |
| 0.1169 | 10.11 | |
| 0.8623 | 72.95 | |
| 0.0007 | 2.36 |
Estimation Period:
Jan 20, 1998 to Feb 6, 2026
Jan 20, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other SPDR Dow Jones Industrial Average ETF Trust Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs