State Street SPDR S&P Emerging Markets Dividend ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.19% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 11.81 | |
| 0.0915 | 24.19 | |
| 0.8703 | 218.72 | |
| 0.4509 | 15.73 |
Estimation Period:
Feb 28, 2011 to Feb 6, 2026
Feb 28, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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