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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%)
Analysis last updated: Thursday, February 12, 2026 at 12:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of State Street SPDR Portfolio MSCI Global Stock Market ETF S0GARCH
paramt-stat
ω1.44652.62
α0.12674.83
β0.794021.96
γ10.07540.12
γ20.26860.29
γ3-0.8704-1.40
γ40.64141.21
γ50.76071.03
γ6-2.1129-2.10
γ72.20012.31
γ8-1.7796-2.79
γ91.37643.22
γ10-0.7133-2.71
Estimation Period:
Mar 6, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts