State Street SPDR S&P International Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.78% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 10.10 | |
| 0.0471 | 9.34 | |
| 0.9078 | 281.39 | |
| 0.0765 | 10.13 |
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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