State Street SPDR MSCI World StrategicFactors ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.67% (+1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 10.60 | |
| 0.0000 | 0.00 | |
| 0.8956 | 198.49 | |
| 0.1437 | 11.14 |
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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