State Street SPDR S&P Kensho Future Security ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.58% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8342 | 132.36 | |
| 0.1778 | 28.90 | |
| 0.4031 | 0.26 | |
| 0.8003 | 0.26 | |
| 0.0000 | 0.00 |
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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