State Street SPDR MSCI World StrategicFactors ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.93% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0056 | -0.83 | |
| 0.1018 | 9.01 | |
| 0.9523 | 226.48 | |
| -0.1540 | -15.40 |
Estimation Period:
Jun 5, 2014 to Feb 13, 2026
Jun 5, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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