State Street SPDR Portfolio Developed World ex-US ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.15% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2417 | 7.17 | |
| 0.1311 | 7.44 | |
| 0.8371 | 48.96 | |
| -0.0394 | -2.93 | |
| 0.0787 | 3.91 | |
| -0.0528 | -5.18 |
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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