State Street SPDR S&P International Dividend ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.18% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4626 | 6.13 | |
| 0.1157 | 6.89 | |
| 0.8604 | 53.15 | |
| -0.0305 | -2.00 | |
| 0.0640 | 2.76 | |
| -0.0413 | -3.14 |
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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