State Street SPDR S&P Emerging Markets Dividend ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.50% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2429 | 12.16 | |
| 0.0800 | 25.30 | |
| 0.9766 | 433.87 | |
| 9.4735 | 3.27 |
Estimation Period:
Feb 28, 2011 to Feb 6, 2026
Feb 28, 2011 to Feb 6, 2026
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