State Street SPDR Portfolio S&P 400 Mid Cap ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.32% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 19.51 | |
| 0.0953 | 31.05 | |
| 0.8860 | 266.16 |
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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