State Street SPDR S&P MidCap 400 ETF Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.20% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 4.52 | |
| 0.1425 | 40.15 | |
| 0.9753 | 774.05 | |
| -0.1228 | -41.07 |
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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