State Street SPDR S&P International Small Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.26% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0081 | 2.88 | |
| 0.8414 | 211.62 | |
| 0.1651 | 33.53 | |
| 0.0610 | 2.53 | |
| 0.5355 | 3.37 | |
| 0.4145 | 2.30 |
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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