State Street SPDR Portfolio S&P 400 Mid Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.99% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7121 | 6.45 | |
| 0.0964 | 7.66 | |
| 0.8762 | 59.87 | |
| -0.0366 | -3.18 | |
| 0.0604 | 3.58 | |
| -0.0334 | -3.74 |
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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