State Street SPDR S&P North American Natural Resources ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.50% (+2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7825 | 3.67 | |
| 0.0943 | 4.26 | |
| 0.8896 | 43.22 | |
| -0.0126 | -0.83 |
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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