State Street SPDR MSCI USA StrategicFactors ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.06% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 2.85 | |
| 0.0000 | 0.00 | |
| 0.9179 | 134.27 | |
| 0.1067 | 3.06 |
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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