State Street SPDR S&P 400 Mid Cap Value ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.76% (+3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0259 | 19.82 | |
| 0.0928 | 30.30 | |
| 0.8917 | 288.67 |
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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