State Street SPDR Portfolio S&P 600 Small Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.21% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.2621 | 12,620,830.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
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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