State Street SPDR Dow Jones International Real Estate ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.89% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 5.01 | |
| 0.0980 | 27.07 | |
| 0.8934 | 286.71 | |
| 0.3294 | 14.05 |
Estimation Period:
Dec 19, 2006 to Feb 13, 2026
Dec 19, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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