State Street SPDR Portfolio S&P 500 High Dividend ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.76% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1021 | 6.90 | |
| 0.1486 | 5.99 | |
| 0.7843 | 27.83 | |
| 0.2510 | 6.22 | |
| -0.3675 | -6.19 | |
| 0.1428 | 4.17 |
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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