State Street SPDR Portfolio S&P Sector Neutral Dividend ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.34% (+8.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.6023 | 16.73 | |
| 0.2404 | 13.20 | |
| 0.4904 | 0.14 | |
| 0.3905 | 0.21 | |
| 0.0000 | 0.00 |
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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