State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.01% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.7596 | 68.95 | |
| 0.2721 | 27.53 | |
| 0.0075 | 1.91 | |
| 0.0523 | 3.50 | |
| 0.9413 | 53.67 |
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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