State Street SPDR S&P Kensho Future Security ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.79% (+6.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8403 | 6.57 | |
| 0.1306 | 5.47 | |
| 0.8313 | 30.09 | |
| 0.0046 | 0.28 |
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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