State Street SPDR S&P Kensho Future Security ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.46% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0706 | 13.18 | |
| 0.0372 | 6.63 | |
| 0.8544 | 144.15 | |
| 0.1480 | 10.44 |
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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