State Street US Equity Premium Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.79% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9365 | 2.85 | |
| 0.2263 | 2.50 | |
| 0.6839 | 7.41 | |
| -0.0348 | -0.13 |
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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