State Street SPDR S&P 400 Mid Cap Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.92% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 2.84 | |
| 0.1224 | 15.54 | |
| 0.9741 | 510.28 | |
| -0.1349 | -33.88 |
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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