State Street SPDR S&P 400 Mid Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.65% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6835 | 5.44 | |
| 0.0952 | 7.63 | |
| 0.8751 | 61.12 | |
| -0.0459 | -3.30 | |
| 0.0819 | 3.85 | |
| -0.0635 | -2.93 |
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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