State Street SPDR Portfolio S&P 600 Small Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.40% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9160 | 8.26 | |
| 0.0999 | 5.86 | |
| 0.8500 | 38.53 | |
| 0.0348 | 2.72 | |
| -0.0627 | -2.46 |
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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