State Street SPDR S&P China ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.55% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0536 | 16.40 | |
| 0.0924 | 23.93 | |
| 0.8932 | 228.14 |
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 GARCH Analyses on ETFs