State Street US Equity Premium Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.74% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9901 | 3.05 | |
| 0.2164 | 2.35 | |
| 0.6909 | 7.39 | |
| 0.5192 | 0.50 |
Estimation Period:
Sep 5, 2024 to Feb 13, 2026
Sep 5, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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