State Street SPDR EURO STOXX 50 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.53% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3404 | 6.48 | |
| 0.1061 | 6.85 | |
| 0.8546 | 51.25 | |
| 0.1401 | 4.54 | |
| -0.2344 | -5.24 | |
| 0.1293 | 4.60 | |
| -0.0268 | -1.08 | |
| -0.0140 | -0.76 |
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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