State Street SPDR Portfolio Developed World ex-US ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.14% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0096 | 4.79 | |
| 0.1862 | 29.76 | |
| 0.9809 | 794.93 | |
| -0.1091 | -21.56 |
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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