State Street SPDR S&P Emerging Markets Small Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.50% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0151 | 4.39 | |
| 0.7981 | 133.91 | |
| 0.1565 | 26.48 | |
| 0.2201 | 1.06 | |
| 0.6613 | 1.17 | |
| 0.1228 | 0.16 |
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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