Mulvihill Enhanced SPT PF SH GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.69% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 5.85 | |
| 0.1084 | 4.95 | |
| 0.7826 | 68.78 | |
| 0.2180 | 4.65 |
Estimation Period:
Feb 1, 2023 to Feb 6, 2026
Feb 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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