State Street SPDR S&P MidCap 400 ETF Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.47% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 19.90 | |
| 0.0097 | 4.67 | |
| 0.8885 | 428.59 | |
| 0.1600 | 27.71 |
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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