State Street SPDR S&P 400 Mid Cap Growth ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.30% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8687 | 260.47 | |
| 0.1753 | 41.37 | |
| 0.0291 | 2.71 | |
| 0.1275 | 2.49 | |
| 0.8535 | 14.45 |
Estimation Period:
Nov 15, 2005 to Feb 6, 2026
Nov 15, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR S&P 400 Mid Cap Growth ETF Analyses
Other MF2-GARCH Analyses on ETFs