State Street SPDR S&P 500 ETF Trust AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.03% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0096 | -1.91 | |
| 0.1111 | 23.55 | |
| 0.8588 | 177.58 | |
| 0.6793 | 14.96 |
Estimation Period:
Jan 29, 1993 to Feb 6, 2026
Jan 29, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR S&P 500 ETF Trust Analyses
Other AGARCH Analyses on ETFs