State Street SPDR Portfolio Europe ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.92% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8552 | 3.52 | |
| 0.1015 | 6.73 | |
| 0.8598 | 56.28 | |
| 0.1788 | 4.20 | |
| -0.2900 | -5.17 | |
| 0.1611 | 5.51 | |
| -0.0387 | -1.37 | |
| -0.0541 | -1.43 |
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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