State Street SPDR S&P 400 Mid Cap Value ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.40% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 26.39 | |
| 0.0667 | 21.42 | |
| 0.9226 | 393.94 | |
| 0.8249 | 17.27 | |
| 1.2488 | 34.63 |
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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