State Street SPDR Dow Jones International Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.41% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2127 | 6.09 | |
| 0.1132 | 6.69 | |
| 0.8593 | 54.32 | |
| -0.0383 | -2.93 | |
| 0.0760 | 3.89 | |
| -0.0507 | -4.69 |
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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