SP Funds S&P World EX US ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.30% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2551 | 8.24 | |
| 0.1078 | 8.18 | |
| 0.6192 | 19.43 | |
| 0.8456 | 14.32 |
Estimation Period:
Dec 20, 2023 to Feb 6, 2026
Dec 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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