State Street SPDR MSCI EAFE StrategicFactors ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.64% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0060 | -1.92 | |
| 0.0871 | 19.92 | |
| 0.8760 | 205.44 | |
| 0.6947 | 17.68 |
Estimation Period:
Jun 5, 2014 to Feb 6, 2026
Jun 5, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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