State Street SPDR Portfolio Developed World ex-US ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.88% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0242 | 5.58 | |
| 0.8429 | 223.94 | |
| 0.1566 | 24.48 | |
| 0.0741 | 3.04 | |
| 0.5600 | 3.93 | |
| 0.3863 | 2.39 |
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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