State Street SPDR S&P International Small Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.17% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 2.61 | |
| 0.1026 | 34.19 | |
| 0.8804 | 306.33 | |
| 0.4968 | 26.38 |
Estimation Period:
Apr 26, 2007 to Feb 6, 2026
Apr 26, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR S&P International Small Cap ETF Analyses
Other AGARCH Analyses on ETFs