State Street SPDR Portfolio S&P Sector Neutral Dividend ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.42% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1183 | 10.34 | |
| 0.1088 | 6.90 | |
| 0.7087 | 27.92 | |
| 0.4333 | 11.85 |
Estimation Period:
Sep 12, 2023 to Feb 6, 2026
Sep 12, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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