State Street SPDR Portfolio S&P 500 ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.27% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 16.37 | |
| 0.0970 | 25.36 | |
| 0.8798 | 238.88 |
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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