State Street SPDR S&P Global Dividend ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.70% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0053 | 2.29 | |
| 0.1077 | 21.30 | |
| 0.8591 | 192.19 | |
| 0.4659 | 14.25 |
Estimation Period:
May 30, 2013 to Feb 6, 2026
May 30, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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