State Street SPDR S&P Emerging Markets Small Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.93% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 4.61 | |
| 0.1755 | 29.96 | |
| 0.9808 | 814.59 | |
| -0.0851 | -15.31 |
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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