State Street SPDR Portfolio MSCI Global Stock Market ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.65% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4309 | 2.63 | |
| 0.1275 | 4.85 | |
| 0.7900 | 21.57 | |
| 0.0622 | 0.10 | |
| 0.2914 | 0.32 | |
| -0.8855 | -1.44 | |
| 0.6437 | 1.23 | |
| 0.7725 | 1.06 | |
| -2.1394 | -2.16 | |
| 2.2650 | 2.41 | |
| -1.9252 | -2.99 | |
| 1.6806 | 3.23 | |
| -1.4368 | -1.76 |
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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