State Street SPDR Portfolio S&P 500 High Dividend ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.51% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 18.04 | |
| 0.1372 | 26.86 | |
| 0.8476 | 183.50 |
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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