State Street SPDR Portfolio S&P 500 Growth ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.83% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0045 | -1.05 | |
| 0.1081 | 32.50 | |
| 0.8719 | 298.79 | |
| 0.6147 | 13.43 |
Estimation Period:
Oct 2, 2000 to Feb 6, 2026
Oct 2, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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