State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.37% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 1.44 | |
| 0.1400 | 23.10 | |
| 0.9716 | 559.05 | |
| -0.1429 | -27.90 |
Estimation Period:
Oct 10, 2000 to Feb 6, 2026
Oct 10, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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