State Street SPDR MSCI USA Climate Paris Aligned ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.09% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 0.43 | |
| 0.0579 | 7.37 | |
| 0.9724 | 144.42 | |
| -0.1349 | -16.05 |
Estimation Period:
Apr 22, 2022 to Feb 6, 2026
Apr 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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