State Street Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.49% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0589 | 8.53 | |
| 0.0787 | 37.27 | |
| 0.9002 | 369.98 | |
| 0.7940 | 14.31 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street Corp Analyses
Other AGARCH Analyses on Equities