SP Funds S&P World EX US ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.28% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2542 | 7.40 | |
| 0.1117 | 5.46 | |
| 0.6723 | 16.78 |
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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