State Street SPDR S&P North American Natural Resources ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.10% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 14.16 | |
| 0.0906 | 16.20 | |
| 0.8952 | 176.93 |
Estimation Period:
Dec 16, 2015 to Feb 6, 2026
Dec 16, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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