State Street SPDR Portfolio Emerging Markets ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.71% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 18.07 | |
| 0.1023 | 33.06 | |
| 0.8792 | 271.20 |
Estimation Period:
Mar 23, 2007 to Feb 13, 2026
Mar 23, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR Portfolio Emerging Markets ETF Analyses
Other GARCH Analyses on ETFs