State Street SPDR Portfolio S&P 500 Value ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.41% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 30.87 | |
| 0.0668 | 0.44 | |
| 0.9055 | 397.32 | |
| 1.0000 | 0.31 | |
| 1.3914 | 32.29 |
Estimation Period:
Oct 2, 2000 to Feb 13, 2026
Oct 2, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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