State Street SPDR Dow Jones Global Real Estate ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.31% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0140 | 5.17 | |
| 0.8620 | 203.55 | |
| 0.1307 | 25.47 | |
| 0.1072 | 4.71 | |
| 0.7941 | 9.35 | |
| 0.0923 | 0.88 |
Estimation Period:
May 22, 2008 to Feb 6, 2026
May 22, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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