State Street SPDR S&P 500 ESG ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.92% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 0.73 | |
| 0.1572 | 5.49 | |
| 0.9443 | 105.42 | |
| -0.1385 | -10.52 |
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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