State Street SPDR Portfolio S&P 500 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.39% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 12.30 | |
| 0.0000 | 0.00 | |
| 0.8898 | 281.39 | |
| 0.1724 | 16.97 |
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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