State Street SPDR Portfolio S&P 500 High Dividend ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.44% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0049 | 2.00 | |
| 0.2127 | 27.94 | |
| 0.9743 | 646.10 | |
| -0.0991 | -15.71 |
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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