SPDR Dow Jones Industrial Average ETF Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.57% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4285 | 5.82 | |
| 0.1007 | 35.69 | |
| 0.9891 | 498.03 | |
| 7.3343 | 7.26 |
Estimation Period:
Jan 20, 1998 to Feb 6, 2026
Jan 20, 1998 to Feb 6, 2026
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