State Street SPDR S&P SmallCap 600 ESG ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.08% (+3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1795 | 8.58 | |
| 0.0728 | 9.40 | |
| 0.8301 | 52.49 |
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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