State Street SPDR Portfolio S&P Sector Neutral Dividend ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.05% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8445 | 6.09 | |
| 0.1202 | 1.63 | |
| 0.6990 | 5.68 | |
| -0.1177 | -0.53 |
Estimation Period:
Sep 12, 2023 to Feb 13, 2026
Sep 12, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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