State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.66% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 15.59 | |
| 0.0000 | 0.00 | |
| 0.8920 | 348.71 | |
| 0.1745 | 24.41 |
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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