State Street SPDR S&P 500 ETF Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:11.94% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3659 | 6.56 | |
| 0.0927 | 41.44 | |
| 0.9891 | 558.21 | |
| 6.7552 | 9.00 |
Estimation Period:
Jan 29, 1993 to Feb 13, 2026
Jan 29, 1993 to Feb 13, 2026
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