State Street SPDR S&P Kensho Final Frontiers ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.76% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 7.44 | |
| 0.1929 | 21.69 | |
| 0.9728 | 491.32 | |
| -0.0788 | -11.00 |
Estimation Period:
Oct 23, 2018 to Feb 13, 2026
Oct 23, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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