State Street SPDR S&P Emerging Markets Dividend ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.54% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1169 | 8.33 | |
| 0.1009 | 5.64 | |
| 0.8508 | 41.02 | |
| -0.0002 | -0.06 |
Estimation Period:
Feb 28, 2011 to Feb 6, 2026
Feb 28, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR S&P Emerging Markets Dividend ETF Analyses
Other Spline-GARCH Analyses on ETFs