State Street SPDR Portfolio Europe ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.76% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 5.33 | |
| 0.1215 | 14.93 | |
| 0.9862 | 881.34 | |
| -0.0801 | -24.20 |
Estimation Period:
Oct 21, 2002 to Feb 6, 2026
Oct 21, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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