State Street SPDR S&P Global Dividend ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.56% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 18.74 | |
| 0.1271 | 20.19 | |
| 0.8315 | 135.37 |
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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