State Street SPDR S&P International Small Cap ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.17% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 19.15 | |
| 0.1103 | 33.27 | |
| 0.8795 | 285.56 |
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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