State Street SPDR S&P 500 ESG ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.67% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0841 | -11.46 | |
| 0.0534 | 14.69 | |
| 0.9020 | 168.42 | |
| 1.6014 | 21.66 |
Estimation Period:
Jul 28, 2020 to Feb 6, 2026
Jul 28, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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