State Street SPDR MSCI EAFE Fossil Fuel Reserves Free ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.99% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9365 | 7.19 | |
| 0.0922 | 17.72 | |
| 0.9652 | 155.05 | |
| 5.4540 | 5.61 |
Estimation Period:
Oct 25, 2016 to Feb 13, 2026
Oct 25, 2016 to Feb 13, 2026
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