State Street Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.60% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8520 | 5.58 | |
| 0.0941 | 7.30 | |
| 0.8686 | 50.56 | |
| -0.0026 | -0.05 | |
| 0.0222 | 0.31 | |
| -0.0754 | -1.89 | |
| 0.1275 | 3.84 | |
| -0.1495 | -4.43 | |
| 0.1499 | 4.45 | |
| -0.0982 | -2.71 | |
| -0.0024 | -0.03 |
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 Spline-GARCH Analyses on Equities