State Street SPDR S&P China ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.24% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0393 | 8.25 | |
| 0.8391 | 136.43 | |
| 0.0914 | 13.84 | |
| 0.2933 | 1.43 | |
| 0.4123 | 1.47 | |
| 0.4784 | 1.34 |
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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