State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.19% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 1.59 | |
| 0.1561 | 12.69 | |
| 0.8086 | 69.55 | |
| 0.5116 | 8.24 |
Estimation Period:
Nov 30, 2015 to Feb 6, 2026
Nov 30, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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