State Street SPDR MSCI USA StrategicFactors ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.11% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0625 | 5.98 | |
| 0.1141 | 10.83 | |
| 0.8090 | 69.71 |
Estimation Period:
Apr 16, 2015 to Feb 13, 2026
Apr 16, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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