State Street SPDR S&P China ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.89% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 12.14 | |
| 0.1836 | 27.07 | |
| 0.9816 | 874.09 | |
| -0.0475 | -7.08 |
Estimation Period:
Mar 23, 2007 to Feb 6, 2026
Mar 23, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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