State Street SPDR S&P International Dividend ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.26% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 4.42 | |
| 0.1787 | 23.44 | |
| 0.9874 | 978.60 | |
| -0.0715 | -13.01 |
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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