State Street SPDR S&P Kensho Future Security ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.42% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 7.30 | |
| 0.1900 | 22.94 | |
| 0.9580 | 402.85 | |
| -0.1129 | -14.80 |
Estimation Period:
Dec 27, 2017 to Feb 6, 2026
Dec 27, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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