State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.64% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 1.30 | |
| 0.2049 | 10.80 | |
| 0.9537 | 333.68 | |
| -0.1477 | -10.05 |
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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