State Street SPDR EURO STOXX 50 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.11% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0271 | 6.17 | |
| 0.8706 | 274.19 | |
| 0.1311 | 21.73 | |
| 0.0045 | 7.54 | |
| 0.0133 | 6.33 | |
| 0.9844 | 400.65 |
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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