State Street SPDR S&P 500 ESG ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.38% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.8808 | 172.74 | |
| 0.1875 | 28.77 | |
| 1.3003 | 0.13 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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