State Street SPDR Portfolio S&P 600 Small Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.14% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9038 | 7.86 | |
| 0.1008 | 6.01 | |
| 0.8530 | 40.50 | |
| 0.0256 | 2.48 | |
| -0.0375 | -2.85 |
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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