State Street SPDR Portfolio Europe ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.62% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0197 | 5.64 | |
| 0.8574 | 274.64 | |
| 0.1443 | 27.76 | |
| 0.0437 | 6.33 | |
| 0.1535 | 8.53 | |
| 0.8161 | 36.26 |
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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