State Street SPDR Global Dow ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.81% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4840 | 7.02 | |
| 0.0815 | 42.52 | |
| 0.9899 | 702.58 | |
| 6.0092 | 10.65 |
Estimation Period:
Oct 2, 2000 to Feb 6, 2026
Oct 2, 2000 to Feb 6, 2026
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