State Street SPDR MSCI ACWI ex-US ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.30% (+3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6299 | 5.41 | |
| 0.0923 | 27.21 | |
| 0.9870 | 425.05 | |
| 6.6482 | 5.94 |
Estimation Period:
Jan 17, 2007 to Feb 6, 2026
Jan 17, 2007 to Feb 6, 2026
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