State Street SPDR S&P North American Natural Resources ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.65% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8544 | 4.43 | |
| 0.0930 | 4.22 | |
| 0.8916 | 43.27 | |
| -0.0049 | -1.41 |
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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