SP Funds S&P World EX US ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.13% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 1.24 | |
| 0.1095 | 6.12 | |
| 0.8981 | 66.82 | |
| -0.1254 | -6.04 |
Estimation Period:
Dec 20, 2023 to Feb 13, 2026
Dec 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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