State Street SPDR S&P Global Dividend ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.42% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0395 | 6.51 | |
| 0.8200 | 140.56 | |
| 0.1408 | 18.23 | |
| 0.1828 | 0.31 | |
| 0.7576 | 0.30 | |
| 0.0000 | 0.00 |
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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