State Street SPDR S&P MidCap 400 ETF Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.22% (+7.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1121 | 9.60 | |
| 0.1069 | 10.58 | |
| 0.8706 | 81.35 | |
| 0.0017 | 2.13 |
Estimation Period:
Aug 18, 1995 to Feb 6, 2026
Aug 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR S&P MidCap 400 ETF Trust Analyses
Other Spline-GARCH Analyses on ETFs