State Street SPDR EURO STOXX 50 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.44% (+2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3387 | 6.60 | |
| 0.1063 | 6.67 | |
| 0.8518 | 49.55 | |
| 0.1403 | 4.65 | |
| -0.2328 | -5.33 | |
| 0.1223 | 4.43 | |
| -0.0078 | -0.28 | |
| -0.0682 | -1.70 |
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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