WEBs SPY Defined Volatility ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.59% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9949 | 4.86 | |
| 0.0694 | 2.42 | |
| 0.7507 | 10.53 | |
| 4.6106 | 0.57 |
Estimation Period:
Dec 17, 2024 to Feb 6, 2026
Dec 17, 2024 to Feb 6, 2026
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