SP Funds S&P World EX US ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.55% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8349 | 6.82 | |
| 0.1073 | 1.30 | |
| 0.6574 | 3.52 | |
| -0.2235 | -0.80 |
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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