State Street SPDR Portfolio Europe ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.03% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8642 | 3.49 | |
| 0.1006 | 6.84 | |
| 0.8628 | 57.97 | |
| 0.1789 | 4.16 | |
| -0.2919 | -5.15 | |
| 0.1682 | 5.68 | |
| -0.0578 | -2.18 | |
| -0.0013 | -0.07 |
Estimation Period:
Oct 21, 2002 to Feb 13, 2026
Oct 21, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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