State Street SPDR S&P Kensho Smart Mobility ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.82% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 4.79 | |
| 0.0847 | 18.75 | |
| 0.8952 | 173.63 | |
| 0.6682 | 8.16 |
Estimation Period:
Dec 27, 2017 to Feb 6, 2026
Dec 27, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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