State Street SPDR Portfolio S&P Sector Neutral Dividend ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.24% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1326 | 8.99 | |
| 0.1237 | 6.58 | |
| 0.6971 | 23.19 |
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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