State Street SPDR Portfolio Developed World ex-US ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.50% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 18.80 | |
| 0.1251 | 32.84 | |
| 0.8687 | 265.66 |
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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