State Street SPDR MSCI World StrategicFactors ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.18% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1427 | 6.16 | |
| 0.1157 | 4.90 | |
| 0.8366 | 31.93 | |
| 0.0037 | 1.79 |
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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