State Street SPDR Dow Jones Global Real Estate ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.70% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5583 | 6.18 | |
| 0.1169 | 6.51 | |
| 0.8661 | 47.29 | |
| 0.0136 | 4.71 |
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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