State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.79% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 12.95 | |
| 0.1486 | 23.62 | |
| 0.8213 | 123.39 |
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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