State Street SPDR S&P Emerging Markets Dividend ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.91% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 16.11 | |
| 0.0358 | 6.80 | |
| 0.8904 | 269.25 | |
| 0.0869 | 7.85 |
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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