State Street SPDR S&P 400 Mid Cap Growth ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.91% (+8.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 15.06 | |
| 0.0979 | 28.95 | |
| 0.8816 | 263.24 |
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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