State Street SPDR Portfolio S&P 500 ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.54% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0133 | -1.16 | |
| 0.1067 | 12.24 | |
| 0.8584 | 90.76 | |
| 0.7439 | 7.70 |
Estimation Period:
Nov 15, 2005 to Feb 13, 2026
Nov 15, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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