State Street SPDR Portfolio Developed World ex-US ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.58% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1766 | 7.26 | |
| 0.1325 | 7.19 | |
| 0.8317 | 46.91 | |
| -0.0495 | -3.65 | |
| 0.1032 | 4.72 | |
| -0.1010 | -4.32 |
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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