State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.48% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7285 | 5.35 | |
| 0.1549 | 6.30 | |
| 0.8090 | 29.15 | |
| -0.0061 | -2.14 |
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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