State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.92% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6304 | 6.70 | |
| 0.1120 | 9.27 | |
| 0.8566 | 62.26 | |
| 0.0597 | 4.85 | |
| -0.0916 | -4.88 | |
| 0.0569 | 3.73 | |
| -0.0348 | -3.17 |
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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