State Street SPDR Portfolio S&P 500 Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.86% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 14.47 | |
| 0.0000 | 0.00 | |
| 0.9143 | 336.02 | |
| 0.1442 | 24.99 |
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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