State Street SPDR Portfolio MSCI Global Stock Market ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.18% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4465 | 2.62 | |
| 0.1267 | 4.83 | |
| 0.7940 | 21.96 | |
| 0.0754 | 0.12 | |
| 0.2686 | 0.29 | |
| -0.8704 | -1.40 | |
| 0.6414 | 1.21 | |
| 0.7607 | 1.03 | |
| -2.1129 | -2.10 | |
| 2.2001 | 2.31 | |
| -1.7796 | -2.79 | |
| 1.3764 | 3.22 | |
| -0.7133 | -2.71 |
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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