State Street SPDR Portfolio S&P Sector Neutral Dividend ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.85% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8864 | 8.94 | |
| 0.1251 | 1.68 | |
| 0.6916 | 5.68 | |
| -0.0324 | -0.69 |
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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