State Street SPDR S&P International Small Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.21% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 4.08 | |
| 0.1812 | 34.45 | |
| 0.9780 | 794.48 | |
| -0.0982 | -21.25 |
Estimation Period:
Apr 26, 2007 to Feb 6, 2026
Apr 26, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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