State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.26% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 18.74 | |
| 0.1094 | 35.92 | |
| 0.8713 | 285.86 |
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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