State Street SPDR Dow Jones REIT ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.49% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0435 | 13.24 | |
| 0.8253 | 111.01 | |
| 0.1220 | 20.91 | |
| 0.0156 | 4.81 | |
| 0.0629 | 3.79 | |
| 0.9276 | 48.89 |
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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