State Street SPDR S&P 400 Mid Cap Value ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.73% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0074 | -2.45 | |
| 0.0875 | 35.89 | |
| 0.8893 | 314.34 | |
| 0.7379 | 27.63 |
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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