State Street SPDR MSCI USA Climate Paris Aligned ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.58% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.8564 | 77.75 | |
| 0.1684 | 19.13 | |
| 0.9338 | 0.45 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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