State Street SPDR S&P Emerging Markets Dividend ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.33% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0321 | 6.51 | |
| 0.8524 | 176.62 | |
| 0.0846 | 14.62 | |
| 0.3297 | 0.22 | |
| 0.6825 | 0.21 | |
| 0.0000 | 0.00 |
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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