State Street SPDR Portfolio S&P 500 Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.89% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0803 | 5.67 | |
| 0.1006 | 9.21 | |
| 0.8716 | 68.84 | |
| 0.0932 | 6.82 | |
| -0.1256 | -6.23 | |
| 0.0605 | 3.79 | |
| -0.0414 | -3.59 |
Estimation Period:
Oct 2, 2000 to Feb 13, 2026
Oct 2, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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