State Street SPDR S&P International Dividend ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.78% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5528 | 6.53 | |
| 0.0912 | 53.44 | |
| 0.9974 | 2,695.76 | |
| 7.9022 | 8.15 |
Estimation Period:
Feb 20, 2008 to Feb 6, 2026
Feb 20, 2008 to Feb 6, 2026
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