State Street SPDR MSCI USA Climate Paris Aligned ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.28% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0322 | 6.85 | |
| 0.0000 | 0.00 | |
| 0.9027 | 157.27 | |
| 0.1419 | 9.16 |
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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