State Street SPDR Portfolio Developed World ex-US ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.18% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0050 | -2.51 | |
| 0.1035 | 31.74 | |
| 0.8841 | 325.53 | |
| 0.5556 | 23.70 |
Estimation Period:
Apr 26, 2007 to Feb 6, 2026
Apr 26, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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