State Street SPDR S&P Global Dividend ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.31% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8753 | 6.64 | |
| 0.1319 | 5.69 | |
| 0.8278 | 36.31 | |
| 0.0026 | 0.41 |
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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