State Street SPDR S&P MidCap 400 ETF Trust AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.58% (+4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0145 | -5.66 | |
| 0.0925 | 48.61 | |
| 0.8786 | 379.52 | |
| 0.8452 | 44.06 |
Estimation Period:
Aug 18, 1995 to Feb 6, 2026
Aug 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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