State Street SPDR S&P Metals & Mining ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.53% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 8.38 | |
| 0.1177 | 28.15 | |
| 0.9908 | 1,270.26 | |
| -0.0399 | -11.50 |
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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