State Street SPDR S&P International Small Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.93% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1062 | 7.12 | |
| 0.1162 | 7.00 | |
| 0.8443 | 46.99 | |
| -0.0438 | -3.46 | |
| 0.0963 | 4.90 | |
| -0.1025 | -4.74 |
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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