State Street SPDR Portfolio S&P 500 High Dividend ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.63% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 4.61 | |
| 0.1179 | 27.32 | |
| 0.8669 | 220.30 | |
| 0.3836 | 17.03 |
Estimation Period:
Oct 22, 2015 to Feb 6, 2026
Oct 22, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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