State Street SPDR Portfolio S&P 600 Small Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.27% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0233 | -6.55 | |
| 0.0783 | 31.60 | |
| 0.9007 | 328.59 | |
| 0.9144 | 30.40 |
Estimation Period:
Jul 9, 2013 to Feb 6, 2026
Jul 9, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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