State Street SPDR Dow Jones REIT ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.75% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 15.04 | |
| 0.1080 | 39.89 | |
| 0.8754 | 308.66 | |
| 0.3243 | 17.58 |
Estimation Period:
Aug 29, 2001 to Feb 6, 2026
Aug 29, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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