State Street SPDR S&P Kensho Smart Mobility ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.04% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0678 | 11.02 | |
| 0.0322 | 6.29 | |
| 0.9128 | 206.28 | |
| 0.0752 | 6.97 |
Estimation Period:
Dec 27, 2017 to Feb 6, 2026
Dec 27, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR S&P Kensho Smart Mobility ETF Analyses
Other GJR-GARCH Analyses on ETFs