State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.22% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6968 | 4.68 | |
| 0.1545 | 6.23 | |
| 0.8086 | 28.77 | |
| -0.0100 | -0.77 |
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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