State Street SPDR S&P 500 ETF Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.10% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8294 | 198.80 | |
| 0.2224 | 42.44 | |
| 0.0119 | 5.95 | |
| 0.0563 | 4.47 | |
| 0.9333 | 65.29 |
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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