State Street SPDR Dow Jones International Real Estate ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.03% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0358 | 8.69 | |
| 0.8691 | 227.82 | |
| 0.0936 | 16.66 | |
| 0.0552 | 5.74 | |
| 0.5376 | 8.94 | |
| 0.4176 | 6.08 |
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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