State Street SPDR S&P 500 ESG ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.25% (+3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0646 | 5.67 | |
| 0.1028 | 3.87 | |
| 0.8606 | 25.35 | |
| 0.0067 | 0.58 |
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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