State Street SPDR Portfolio S&P 400 Mid Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.73% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9482 | 7.82 | |
| 0.0956 | 8.05 | |
| 0.8844 | 68.27 | |
| 0.0030 | 1.52 |
Estimation Period:
Nov 15, 2005 to Feb 13, 2026
Nov 15, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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