State Street SPDR Portfolio S&P 500 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.98% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8888 | 4.13 | |
| 0.1001 | 7.65 | |
| 0.8709 | 60.32 | |
| -0.0295 | -1.85 | |
| 0.0505 | 2.32 | |
| -0.0281 | -2.74 |
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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