State Street SPDR Dow Jones REIT ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.02% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7672 | 5.26 | |
| 0.1118 | 9.66 | |
| 0.8777 | 75.33 | |
| -0.0005 | -1.27 |
Estimation Period:
Aug 29, 2001 to Feb 13, 2026
Aug 29, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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