State Street SPDR Portfolio Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.94% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2608 | 8.98 | |
| 0.1050 | 7.76 | |
| 0.8648 | 56.64 | |
| 0.0023 | 3.93 |
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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