State Street SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.83% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.7424 | 54.28 | |
| 0.1801 | 24.78 | |
| 0.1614 | 0.53 | |
| 0.2289 | 0.57 | |
| 0.6557 | 1.05 |
Estimation Period:
Oct 25, 2016 to Feb 6, 2026
Oct 25, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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