State Street SPDR S&P 400 Mid Cap Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.62% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8710 | 268.08 | |
| 0.1615 | 40.00 | |
| 0.0369 | 1.58 | |
| 0.1824 | 1.46 | |
| 0.7950 | 5.64 |
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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