State Street SPDR Portfolio S&P 500 High Dividend ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.64% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1046 | 6.91 | |
| 0.1484 | 5.99 | |
| 0.7846 | 27.84 | |
| 0.2528 | 6.05 | |
| -0.3717 | -5.57 | |
| 0.1508 | 1.98 |
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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