State Street SPDR Portfolio S&P 500 Growth ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.45% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0978 | 5.75 | |
| 0.1007 | 9.18 | |
| 0.8708 | 68.24 | |
| 0.0952 | 7.01 | |
| -0.1296 | -6.35 | |
| 0.0664 | 3.63 | |
| -0.0545 | -2.09 |
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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