State Street SPDR MSCI EAFE Fossil Fuel Reserves Free ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.67% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 16.56 | |
| 0.1311 | 19.64 | |
| 0.8121 | 114.35 |
Estimation Period:
Oct 25, 2016 to Feb 6, 2026
Oct 25, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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