State Street SPDR EURO STOXX 50 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.53% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 14.54 | |
| 0.0250 | 7.52 | |
| 0.9023 | 358.35 | |
| 0.1139 | 17.26 |
Estimation Period:
Oct 21, 2002 to Feb 6, 2026
Oct 21, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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