State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.22% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0111 | -1.32 | |
| 0.1139 | 15.92 | |
| 0.8512 | 115.02 | |
| 0.7038 | 9.86 |
Estimation Period:
Oct 10, 2000 to Feb 13, 2026
Oct 10, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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