State Street SPDR Portfolio MSCI Global Stock Market ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.95% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 13.78 | |
| 0.0917 | 9.36 | |
| 0.8666 | 72.77 |
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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