State Street SPDR S&P Kensho Smart Mobility ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.95% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 7.97 | |
| 0.1404 | 14.40 | |
| 0.9722 | 407.97 | |
| -0.0659 | -8.25 |
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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