State Street SPDR Dow Jones International Real Estate ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.76% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0078 | 5.22 | |
| 0.1888 | 27.30 | |
| 0.9841 | 948.11 | |
| -0.0715 | -13.46 |
Estimation Period:
Dec 19, 2006 to Feb 6, 2026
Dec 19, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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