State Street SPDR Portfolio Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.06% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 15.16 | |
| 0.0287 | 9.30 | |
| 0.8991 | 348.62 | |
| 0.1055 | 14.52 |
Estimation Period:
Mar 23, 2007 to Feb 6, 2026
Mar 23, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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