State Street SPDR S&P Emerging Markets Small Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.50% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 8.03 | |
| 0.1079 | 31.40 | |
| 0.8664 | 259.79 | |
| 0.4886 | 21.25 |
Estimation Period:
May 22, 2008 to Feb 6, 2026
May 22, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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