State Street SPDR Portfolio S&P 500 Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.84% (+2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 4.04 | |
| 0.1322 | 18.96 | |
| 0.9805 | 837.34 | |
| -0.1204 | -22.40 |
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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