State Street SPDR MSCI EAFE StrategicFactors ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.06% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9268 | 3.60 | |
| 0.1136 | 4.80 | |
| 0.8201 | 29.53 | |
| -0.4346 | -2.60 | |
| 0.7935 | 3.33 | |
| -0.5373 | -3.55 | |
| 0.2329 | 1.52 | |
| -0.1251 | -0.71 |
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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