State Street SPDR S&P China ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.21% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 8.67 | |
| 0.0869 | 25.56 | |
| 0.8945 | 248.67 | |
| 0.5298 | 12.33 |
Estimation Period:
Mar 23, 2007 to Feb 6, 2026
Mar 23, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR S&P China ETF Analyses
Other AGARCH Analyses on ETFs