State Street SPDR S&P SmallCap 600 ESG ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.29% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2512 | 12.10 | |
| 0.0834 | 10.07 | |
| 0.7792 | 52.35 | |
| 0.0961 | 1.33 |
Estimation Period:
Jan 11, 2022 to Feb 6, 2026
Jan 11, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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