State Street SPDR S&P 500 ESG ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.02% (+3.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4489 | 5.43 | |
| 0.1056 | 2.85 | |
| 0.7783 | 11.88 | |
| 1.5922 | 5.14 | |
| -2.8240 | -5.85 | |
| 2.2331 | 5.23 | |
| -2.0364 | -2.71 |
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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