State Street SPDR Portfolio S&P 400 Mid Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.33% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0186 | -6.40 | |
| 0.0814 | 40.17 | |
| 0.8915 | 360.65 | |
| 0.8904 | 38.20 |
Estimation Period:
Nov 15, 2005 to Feb 6, 2026
Nov 15, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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