State Street SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.90% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5925 | 5.20 | |
| 0.0824 | 16.69 | |
| 0.9700 | 127.33 | |
| 4.6170 | 6.45 |
Estimation Period:
Oct 25, 2016 to Feb 13, 2026
Oct 25, 2016 to Feb 13, 2026
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