State Street SPDR S&P China ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.72% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 15.49 | |
| 0.0509 | 10.67 | |
| 0.8983 | 252.06 | |
| 0.0706 | 7.49 |
Estimation Period:
Mar 23, 2007 to Feb 13, 2026
Mar 23, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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