State Street SPDR MSCI USA StrategicFactors ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.63% (+6.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0305 | -2.06 | |
| 0.1088 | 10.22 | |
| 0.8347 | 85.68 | |
| 0.9163 | 7.19 |
Estimation Period:
Apr 16, 2015 to Feb 6, 2026
Apr 16, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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