SPDR Dow Jones Industrial Average ETF Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.44% (+5.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3881 | 8.64 | |
| 0.1178 | 9.98 | |
| 0.8574 | 69.76 | |
| 0.0032 | 3.30 |
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 Spline-GARCH Analyses on ETFs