State Street SPDR S&P 400 Mid Cap Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.83% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 10.30 | |
| 0.0000 | 0.00 | |
| 0.9008 | 429.15 | |
| 0.1577 | 18.16 |
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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