State Street SPDR S&P China ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.41% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6456 | 8.41 | |
| 0.0922 | 5.49 | |
| 0.8806 | 47.30 | |
| 0.0221 | 5.08 | |
| -0.0262 | -4.58 |
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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