State Street SPDR Portfolio S&P 500 ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.89% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 1.19 | |
| 0.1149 | 11.35 | |
| 0.9669 | 287.08 | |
| -0.1569 | -24.85 |
Estimation Period:
Nov 15, 2005 to Feb 6, 2026
Nov 15, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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