State Street SPDR S&P Metals & Mining ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.12% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 7.62 | |
| 0.0693 | 38.95 | |
| 0.9176 | 465.80 | |
| 0.6270 | 11.90 |
Estimation Period:
Jun 22, 2006 to Feb 6, 2026
Jun 22, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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