State Street SPDR S&P International Small Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.26% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1716 | 6.92 | |
| 0.1143 | 7.28 | |
| 0.8522 | 50.64 | |
| -0.0334 | -2.59 | |
| 0.0711 | 3.80 | |
| -0.0524 | -5.62 |
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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