State Street SPDR Portfolio S&P Sector Neutral Dividend ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.52% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8810 | 8.97 | |
| 0.1207 | 1.64 | |
| 0.7008 | 5.80 | |
| -0.0346 | -0.76 |
Estimation Period:
Sep 12, 2023 to Feb 13, 2026
Sep 12, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR Portfolio S&P Sector Neutral Dividend ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs