State Street SPDR Dow Jones International Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:12.91% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 15.88 | |
| 0.0460 | 9.99 | |
| 0.9019 | 320.04 | |
| 0.0879 | 11.71 |
Estimation Period:
Dec 19, 2006 to Feb 13, 2026
Dec 19, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR Dow Jones International Real Estate ETF Analyses
Other GJR-GARCH Analyses on ETFs