State Street SPDR Portfolio S&P 500 High Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.81% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 15.93 | |
| 0.0487 | 12.39 | |
| 0.8735 | 233.55 | |
| 0.1295 | 11.01 |
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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