State Street SPDR S&P North American Natural Resources ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.94% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 10.12 | |
| 0.0906 | 19.67 | |
| 0.8921 | 219.23 | |
| 0.4114 | 11.24 |
Estimation Period:
Dec 16, 2015 to Feb 6, 2026
Dec 16, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR S&P North American Natural Resources ETF Analyses
Other AGARCH Analyses on ETFs