State Street SPDR Portfolio S&P 500 High Dividend ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.28% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0350 | 7.25 | |
| 0.7620 | 70.92 | |
| 0.2019 | 20.48 | |
| 0.0056 | 4.36 | |
| 0.0526 | 5.53 | |
| 0.9434 | 93.97 |
Estimation Period:
Oct 22, 2015 to Feb 6, 2026
Oct 22, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR Portfolio S&P 500 High Dividend ETF Analyses
Other MF2-GARCH Analyses on ETFs