State Street SPDR Dow Jones REIT ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.85% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7966 | 5.40 | |
| 0.1126 | 9.67 | |
| 0.8765 | 75.16 | |
| 0.0008 | 0.49 |
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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