State Street SPDR S&P Emerging Markets Small Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.66% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5966 | 8.64 | |
| 0.0918 | 32.32 | |
| 0.9835 | 529.89 | |
| 7.7133 | 5.23 |
Estimation Period:
May 22, 2008 to Feb 13, 2026
May 22, 2008 to Feb 13, 2026
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