State Street SPDR Portfolio Emerging Markets ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.55% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0105 | 3.71 | |
| 0.8623 | 211.36 | |
| 0.1273 | 26.54 | |
| 0.2239 | 2.31 | |
| 0.6511 | 3.27 | |
| 0.1959 | 0.74 |
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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