State Street SPDR Portfolio MSCI Global Stock Market ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.22% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 9.22 | |
| 0.0007 | 0.10 | |
| 0.8963 | 112.35 | |
| 0.1426 | 11.10 |
Estimation Period:
Mar 6, 2012 to Feb 6, 2026
Mar 6, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR Portfolio MSCI Global Stock Market ETF Analyses
Other GJR-GARCH Analyses on ETFs