State Street SPDR Dow Jones Global Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.73% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1056 | 6.98 | |
| 0.1169 | 6.08 | |
| 0.8610 | 43.30 | |
| 0.0370 | 5.56 | |
| -0.0435 | -5.04 |
Estimation Period:
May 22, 2008 to Feb 13, 2026
May 22, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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