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V-Lab

State Street SPDR Portfolio MSCI Global Stock Market ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.65% (-1.05%)
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 SGARCH
paramt-stat
ω1.43092.63
α0.12754.85
β0.790021.57
γ10.06220.10
γ20.29140.32
γ3-0.8855-1.44
γ40.64371.23
γ50.77251.06
γ6-2.1394-2.16
γ72.26502.41
γ8-1.9252-2.99
γ91.68063.23
γ10-1.4368-1.76
Estimation Period:
Mar 6, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts