State Street SPDR Portfolio S&P 600 Small Cap ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.46% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 17.38 | |
| 0.0970 | 24.64 | |
| 0.8772 | 198.65 |
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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