State Street SPDR Portfolio S&P 400 Mid Cap ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.42% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 28.13 | |
| 0.0704 | 25.41 | |
| 0.9204 | 427.49 | |
| 0.9382 | 22.24 | |
| 1.0699 | 32.67 |
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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