State Street SPDR MSCI World StrategicFactors ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.19% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1446 | 5.33 | |
| 0.1157 | 4.90 | |
| 0.8366 | 31.97 | |
| 0.0039 | 0.51 |
Estimation Period:
Jun 5, 2014 to Feb 6, 2026
Jun 5, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR MSCI World StrategicFactors ETF Analyses
Other Spline-GARCH Analyses on ETFs