State Street SPDR S&P Emerging Markets Dividend ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.96% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 2.15 | |
| 0.1546 | 22.01 | |
| 0.9708 | 526.47 | |
| -0.0757 | -11.56 |
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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