State Street SPDR Portfolio S&P Sector Neutral Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.21% (+6.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1598 | 7.63 | |
| 0.0000 | 0.00 | |
| 0.6852 | 22.35 | |
| 0.2042 | 3.39 |
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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