State Street SPDR S&P 500 ETF Trust GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.61% (+3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 19.54 | |
| 0.1103 | 40.26 | |
| 0.8733 | 338.60 |
Estimation Period:
Jan 29, 1993 to Feb 6, 2026
Jan 29, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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