State Street SPDR S&P Emerging Markets Small Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.76% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6494 | 7.94 | |
| 0.1271 | 7.11 | |
| 0.8308 | 41.98 | |
| 0.0093 | 4.08 |
Estimation Period:
May 22, 2008 to Feb 13, 2026
May 22, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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