State Street SPDR Portfolio S&P 500 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.77% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1266 | 6.08 | |
| 0.1005 | 8.13 | |
| 0.8764 | 67.09 | |
| 0.0034 | 1.35 |
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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