State Street SPDR S&P 400 Mid Cap Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.05% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9368 | 4.05 | |
| 0.1015 | 8.18 | |
| 0.8690 | 60.38 | |
| -0.0282 | -1.56 | |
| 0.0545 | 2.27 | |
| -0.0371 | -3.93 |
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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