State Street SPDR S&P 400 Mid Cap Growth ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.75% (+2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0318 | -9.01 | |
| 0.0832 | 37.60 | |
| 0.8909 | 374.31 | |
| 0.9694 | 32.48 |
Estimation Period:
Nov 15, 2005 to Feb 6, 2026
Nov 15, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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