State Street SPDR S&P Kensho Final Frontiers ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.57% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 12.09 | |
| 0.0488 | 9.80 | |
| 0.8815 | 177.69 | |
| 0.1001 | 7.78 |
Estimation Period:
Oct 23, 2018 to Feb 6, 2026
Oct 23, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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