State Street SPDR S&P MidCap 400 ETF Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.78% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7370 | 5.95 | |
| 0.1091 | 10.19 | |
| 0.8591 | 71.39 | |
| -0.0416 | -2.77 | |
| 0.0668 | 3.18 | |
| -0.0515 | -3.88 | |
| 0.0561 | 4.24 | |
| -0.0441 | -4.42 |
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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