State Street SPDR S&P China ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.25% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3477 | 7.49 | |
| 0.0929 | 5.71 | |
| 0.8847 | 51.48 | |
| 0.0082 | 3.66 |
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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