State Street SPDR S&P International Dividend ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.05% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9050 | 7.51 | |
| 0.1136 | 6.98 | |
| 0.8637 | 54.29 | |
| 0.0106 | 4.19 |
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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