State Street SPDR S&P 500 ETF Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:19.74% (+3.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8300 | 199.61 | |
| 0.2214 | 42.32 | |
| 0.0119 | 5.96 | |
| 0.0562 | 4.48 | |
| 0.9333 | 65.52 |
Estimation Period:
Jan 29, 1993 to Mar 20, 2026
Jan 29, 1993 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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