State Street SPDR Portfolio S&P 400 Mid Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.25% (+2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8803 | 241.19 | |
| 0.1583 | 34.45 | |
| 0.0194 | 3.75 | |
| 0.0544 | 3.49 | |
| 0.9326 | 48.43 |
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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