State Street SPDR S&P Emerging Markets Small Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.43% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9422 | 8.26 | |
| 0.1285 | 6.89 | |
| 0.8238 | 38.49 | |
| 0.0219 | 4.84 | |
| -0.0231 | -4.05 |
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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