State Street SPDR S&P International Dividend ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.67% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 2.59 | |
| 0.1039 | 24.31 | |
| 0.8882 | 227.68 | |
| 0.3199 | 9.93 |
Estimation Period:
Feb 20, 2008 to Feb 6, 2026
Feb 20, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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