State Street SPDR Portfolio MSCI Global Stock Market ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.99% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 0.43 | |
| 0.0879 | 7.16 | |
| 0.9614 | 106.64 | |
| -0.1340 | -9.29 |
Estimation Period:
Mar 6, 2012 to Feb 6, 2026
Mar 6, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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