State Street SPDR Portfolio S&P Sector Neutral Dividend ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.28% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0056 | -0.46 | |
| 0.0876 | 5.55 | |
| 0.9598 | 135.72 | |
| -0.1227 | -7.95 |
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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