State Street SPDR MSCI Emerging Markets StrategicFactors ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.82% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3193 | 7.12 | |
| 0.0943 | 4.75 | |
| 0.8486 | 33.64 | |
| 0.0121 | 1.94 |
Estimation Period:
Jun 6, 2014 to Feb 6, 2026
Jun 6, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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