State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.56% (+3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8490 | 240.37 | |
| 0.1989 | 41.96 | |
| 0.0394 | 5.88 | |
| 0.1688 | 7.52 | |
| 0.7925 | 27.98 |
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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