State Street US Equity Premium Income ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.76% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0484 | -2.41 | |
| -0.1000 | -6.86 | |
| 0.9396 | 68.42 | |
| -0.3549 | -18.79 |
Estimation Period:
Sep 5, 2024 to Feb 6, 2026
Sep 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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