State Street SPDR Portfolio Emerging Markets ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.89% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3900 | 8.92 | |
| 0.1051 | 7.71 | |
| 0.8633 | 55.42 | |
| 0.0052 | 2.58 |
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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